+679.9%
MPC vs MKSI
+90.4%
+589.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | +3.2% | +6.6% | -3.4% | +2.2% |
| 30D | +25.0% | -8.2% | +33.3% | +26.4% |
| 3M | +55.2% | -16.4% | +71.6% | +56.6% |
| 6M | +86.4% | +23.0% | +63.4% | +73.9% |
| YTD | +148.5% | +68.2% | +80.3% | +116.3% |
| 1Y | +121.7% | +148.6% | -26.9% | +76.8% |
| 3Y | +172.9% | +196.0% | -23.1% | +98.1% |
| 5Y | +679.9% | +87.4% | +592.6% | +495.2% |
| All | +679.9% | +90.4% | +589.5% | +495.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling