+123.5%
MPC vs MKSI
+149.1%
-25.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.4% |
| 7D | +3.2% | +6.6% | -3.4% | +3.2% |
| 30D | +25.0% | -8.2% | +33.3% | +25.0% |
| 3M | +55.2% | -16.4% | +71.6% | +54.2% |
| 6M | +86.4% | +23.0% | +63.4% | +80.9% |
| YTD | +148.5% | +68.2% | +80.3% | +128.2% |
| All | +123.5% | +149.1% | -25.6% | +99.1% |
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