+120.9%
MPC vs M
+46.1%
+74.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | +5.4% | +4.7% | +0.7% | +5.3% |
| 30D | +31.0% | -9.6% | +40.6% | +31.4% |
| 3M | +46.0% | +0.9% | +45.2% | +45.6% |
| 6M | +77.3% | +22.3% | +55.0% | +75.0% |
| YTD | +141.9% | +6.5% | +135.4% | +143.6% |
| 1Y | +120.9% | +38.8% | +82.1% | +110.2% |
| All | +120.9% | +46.1% | +74.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling