+117.2%
MPC vs MDB
-8.5%
+125.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -8.1% |
| 7D | -10.9% | -16.5% | +5.6% | -10.8% |
| 30D | -9.4% | -8.6% | -0.8% | -9.3% |
| 3M | +26.0% | -13.6% | +39.6% | +26.1% |
| 6M | +56.5% | +24.1% | +32.5% | +58.2% |
| YTD | +144.3% | -21.8% | +166.0% | +139.9% |
| 1Y | +117.2% | -7.7% | +125.0% | +114.7% |
| All | +117.2% | -8.5% | +125.8% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling