+171.7%
MPC vs MKSI
+191.2%
-19.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | +3.9% | +7.7% | -3.9% | +2.8% |
| 30D | +33.8% | -12.9% | +46.6% | +36.0% |
| 3M | +49.9% | -14.8% | +64.7% | +50.3% |
| 6M | +80.9% | +26.6% | +54.3% | +66.9% |
| YTD | +147.4% | +66.6% | +80.8% | +113.5% |
| 1Y | +123.2% | +144.6% | -21.4% | +75.1% |
| 3Y | +171.7% | +193.1% | -21.4% | +81.7% |
| All | +171.7% | +191.2% | -19.4% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling