+117.2%
MPC vs M
+36.6%
+80.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.6% | -15.7% | -7.6% |
| 7D | -10.9% | +8.3% | -19.2% | -10.4% |
| 30D | -9.4% | +14.2% | -23.6% | -8.8% |
| 3M | +26.0% | -1.1% | +27.1% | +26.9% |
| 6M | +56.5% | +36.6% | +19.9% | +57.2% |
| YTD | +144.3% | +19.8% | +124.5% | +149.3% |
| 1Y | +117.2% | +37.2% | +80.1% | +117.0% |
| All | +117.2% | +36.6% | +80.7% | +117.0% |
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