+116.7%
MPC vs MDY
+14.2%
+102.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +11.2% | +2.3% | +9.0% | +11.2% |
| 30D | -14.5% | +2.0% | -16.5% | -14.4% |
| 3M | +16.7% | -5.6% | +22.3% | +16.2% |
| 6M | +67.6% | +1.3% | +66.3% | +67.4% |
| YTD | +157.9% | +12.3% | +145.6% | +148.3% |
| 1Y | +116.7% | +15.8% | +100.9% | +104.7% |
| All | +116.7% | +14.2% | +102.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling