+1,131.4%
MPC vs MKSI
+524.1%
+607.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +1.8% | +2.7% | -0.9% | +1.0% |
| 30D | +14.0% | -12.8% | +26.8% | +18.1% |
| 3M | +52.2% | -22.5% | +74.7% | +59.0% |
| 6M | +75.8% | +19.4% | +56.4% | +57.2% |
| YTD | +146.3% | +67.7% | +78.6% | +94.2% |
| 1Y | +120.8% | +131.4% | -10.6% | +53.7% |
| 3Y | +172.6% | +197.3% | -24.7% | +57.2% |
| 5Y | +678.2% | +87.0% | +591.3% | +399.2% |
| All | +1,131.4% | +524.1% | +607.3% | +340.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling