+791.0%
MPC vs MDB
+1,017.4%
-226.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.7% |
| 7D | +5.4% | -17.4% | +22.9% | +7.2% |
| 30D | +31.0% | -2.0% | +33.0% | +30.9% |
| 3M | +46.0% | -3.0% | +49.0% | +45.7% |
| 6M | +77.3% | +48.7% | +28.6% | +69.0% |
| YTD | +141.9% | -12.1% | +154.0% | +140.8% |
| 1Y | +120.9% | +14.5% | +106.4% | +113.3% |
| 3Y | +182.7% | -6.1% | +188.8% | +167.0% |
| 5Y | +646.4% | -27.3% | +673.8% | +583.8% |
| All | +791.0% | +1,017.4% | -226.4% | +393.6% |
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 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