+642.2%
MPC vs M
+27.3%
+614.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +5.4% | +4.7% | +0.7% | +4.7% |
| 30D | +31.0% | -9.6% | +40.6% | +32.9% |
| 3M | +46.0% | +0.9% | +45.2% | +45.3% |
| 6M | +77.3% | +22.3% | +55.0% | +70.3% |
| YTD | +141.9% | +6.5% | +135.4% | +137.1% |
| 1Y | +120.9% | +38.8% | +82.1% | +106.5% |
| 3Y | +182.7% | +115.9% | +66.8% | +134.6% |
| All | +642.2% | +27.3% | +614.9% | +538.3% |
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