+1,098.3%
MPC vs M
-3.0%
+1,101.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -8.8% | +5.0% | -13.9% | -10.2% |
| 30D | -14.4% | +10.6% | -25.0% | -17.0% |
| 3M | +21.9% | +1.6% | +20.4% | +20.4% |
| 6M | +60.1% | +30.8% | +29.3% | +46.9% |
| YTD | +142.3% | +16.9% | +125.4% | +126.8% |
| 1Y | +101.7% | +26.3% | +75.4% | +84.5% |
| 3Y | +184.8% | +158.6% | +26.2% | +100.0% |
| 5Y | +564.6% | +2.1% | +562.5% | +459.3% |
| 10Y | +1,098.3% | -4.3% | +1,102.7% | +570.7% |
| All | +1,098.3% | -3.0% | +1,101.4% | +570.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling