+582.3%
MPC vs MKSI
+47.2%
+535.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +2.6% |
| 7D | +2.6% | +15.9% | -13.3% | +0.3% |
| 30D | -12.2% | -9.6% | -2.6% | -11.3% |
| 3M | +20.1% | -23.2% | +43.2% | +23.7% |
| 6M | +60.6% | -29.2% | +89.8% | +64.5% |
| YTD | +150.6% | +41.8% | +108.8% | +122.4% |
| 1Y | +104.7% | +48.7% | +56.0% | +79.5% |
| 3Y | +194.5% | +225.3% | -30.8% | +109.0% |
| 5Y | +582.3% | +43.6% | +538.7% | +436.6% |
| All | +582.3% | +47.2% | +535.1% | +436.6% |
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