+1,135.5%
MPC vs M
-6.5%
+1,142.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +2.6% | -3.3% | +5.9% | +3.4% |
| 30D | -12.2% | +8.1% | -20.3% | -14.4% |
| 3M | +20.1% | +2.2% | +17.9% | +18.4% |
| 6M | +60.6% | +35.1% | +25.5% | +46.2% |
| YTD | +150.6% | +15.8% | +134.8% | +135.1% |
| 1Y | +104.7% | +25.8% | +78.8% | +87.4% |
| 3Y | +194.5% | +156.2% | +38.3% | +107.3% |
| 5Y | +582.3% | -2.4% | +584.6% | +482.1% |
| All | +1,135.5% | -6.5% | +1,142.1% | +603.0% |
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 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