+540.9%
MPC vs M
-6.1%
+547.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.9% | +2.0% | -3.1% |
| 7D | -12.8% | -2.1% | -10.6% | -12.6% |
| 30D | -12.7% | +7.7% | -20.4% | -13.9% |
| 3M | +27.1% | -4.4% | +31.4% | +27.3% |
| 6M | +45.8% | +27.5% | +18.3% | +38.8% |
| YTD | +134.7% | +12.8% | +122.0% | +127.1% |
| 1Y | +106.0% | +20.7% | +85.3% | +96.7% |
| 3Y | +165.5% | +111.3% | +54.2% | +119.7% |
| 5Y | +540.9% | -6.3% | +547.2% | +473.5% |
| All | +540.9% | -6.1% | +547.0% | +473.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling