+64.9%
MPC vs MKSI
-29.1%
+94.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.5% |
| 7D | +9.4% | +25.3% | -15.9% | +9.7% |
| 30D | -13.4% | -10.5% | -2.9% | -14.2% |
| 3M | +18.9% | -27.7% | +46.6% | +16.9% |
| 6M | +64.9% | -28.8% | +93.7% | +63.7% |
| All | +64.9% | -29.1% | +94.0% | +63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling