+764.5%
MPC vs MDB
+823.0%
-58.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.3% | -3.2% |
| 7D | -12.8% | -20.9% | +8.1% | -10.9% |
| 30D | -12.7% | -15.6% | +2.8% | -11.5% |
| 3M | +27.1% | -19.1% | +46.1% | +28.5% |
| 6M | +45.8% | +14.2% | +31.6% | +42.0% |
| YTD | +134.7% | -27.4% | +162.1% | +136.5% |
| 1Y | +106.0% | -13.0% | +119.1% | +103.2% |
| 3Y | +165.5% | -11.2% | +176.7% | +150.8% |
| 5Y | +540.9% | -45.2% | +586.1% | +503.1% |
| All | +764.5% | +823.0% | -58.5% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling