+549.2%
MPC vs MDB
-43.2%
+592.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +4.3% |
| 7D | -9.4% | -0.9% | -8.5% | -9.3% |
| 30D | -14.3% | -15.2% | +0.9% | -13.5% |
| 3M | +31.1% | -17.9% | +49.0% | +32.1% |
| 6M | +60.3% | +9.3% | +50.9% | +57.7% |
| YTD | +142.5% | -22.0% | +164.5% | +142.9% |
| 1Y | +104.6% | -9.3% | +113.9% | +102.0% |
| 3Y | +191.7% | -10.4% | +202.1% | +177.3% |
| 5Y | +549.2% | -43.2% | +592.5% | +503.3% |
| All | +549.2% | -43.2% | +592.4% | +503.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling