+534.5%
MPC vs MDY
+31.3%
+503.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | -16.2% | -1.7% | -14.5% | -15.3% |
| 30D | -15.7% | -0.9% | -14.8% | -15.3% |
| 3M | +24.9% | -5.7% | +30.6% | +29.7% |
| 6M | +52.7% | -2.9% | +55.6% | +54.7% |
| YTD | +131.9% | +9.8% | +122.0% | +112.6% |
| 1Y | +96.6% | +13.5% | +83.2% | +75.6% |
| 3Y | +163.8% | +51.9% | +111.9% | +88.5% |
| All | +534.5% | +31.3% | +503.1% | +408.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling