+163.8%
MPC vs MDB
-9.9%
+173.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | -16.2% | -11.4% | -4.8% | -15.5% |
| 30D | -15.7% | -13.8% | -1.9% | -15.0% |
| 3M | +24.9% | -15.5% | +40.4% | +25.5% |
| 6M | +52.7% | +17.9% | +34.7% | +49.4% |
| YTD | +131.9% | -25.5% | +157.3% | +133.2% |
| 1Y | +96.6% | -12.1% | +108.7% | +94.3% |
| 3Y | +163.8% | -5.9% | +169.7% | +144.5% |
| All | +163.8% | -9.9% | +173.7% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling