+117.2%
MPC vs MKSI
+40.1%
+77.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.0% | -3.1% | -8.3% |
| 7D | -10.9% | -10.7% | -0.2% | -11.3% |
| 30D | -9.4% | -30.5% | +21.1% | -10.5% |
| 3M | +26.0% | -39.2% | +65.1% | +24.1% |
| 6M | +56.5% | -33.0% | +89.5% | +54.3% |
| YTD | +144.3% | +22.3% | +121.9% | +128.2% |
| 1Y | +117.2% | +42.7% | +74.6% | +97.1% |
| All | +117.2% | +40.1% | +77.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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