+1,171.8%
MPC vs M
-7.1%
+1,178.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +11.2% | +7.0% | +4.2% | +9.4% |
| 30D | -14.5% | +8.9% | -23.4% | -16.8% |
| 3M | +16.7% | +4.5% | +12.2% | +14.4% |
| 6M | +67.6% | +36.2% | +31.4% | +52.2% |
| YTD | +157.9% | +15.1% | +142.8% | +142.3% |
| 1Y | +116.7% | +27.4% | +89.2% | +97.6% |
| 3Y | +199.8% | +160.1% | +39.6% | +110.0% |
| 5Y | +604.4% | -1.6% | +606.0% | +499.1% |
| All | +1,171.8% | -7.1% | +1,178.9% | +624.5% |
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