+534.5%
MPC vs M
-11.5%
+545.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.6% |
| 7D | -16.2% | -4.3% | -11.9% | -15.8% |
| 30D | -15.7% | +1.3% | -17.0% | -16.1% |
| 3M | +24.9% | -7.4% | +32.3% | +25.7% |
| 6M | +52.7% | +18.3% | +34.3% | +47.1% |
| YTD | +131.9% | +7.6% | +124.3% | +125.8% |
| 1Y | +96.6% | +17.4% | +79.2% | +88.4% |
| 3Y | +163.8% | +108.4% | +55.4% | +118.4% |
| All | +534.5% | -11.5% | +545.9% | +472.0% |
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 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