+792.5%
MPC vs MDB
+906.0%
-113.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -8.8% | -1.0% | -7.8% | -8.7% |
| 30D | -14.4% | -14.0% | -0.4% | -13.4% |
| 3M | +21.9% | -20.3% | +42.3% | +23.6% |
| 6M | +60.1% | +10.9% | +49.3% | +56.5% |
| YTD | +142.3% | -20.9% | +163.2% | +142.3% |
| 1Y | +101.7% | -11.2% | +112.9% | +98.7% |
| 3Y | +184.8% | -11.9% | +196.7% | +169.7% |
| 5Y | +564.6% | -40.2% | +604.8% | +520.4% |
| All | +792.5% | +906.0% | -113.5% | +396.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling