+3,101.0%
MPC vs MKSI
+1,142.7%
+1,958.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.0% |
| 7D | +5.4% | +1.8% | +3.7% | +4.8% |
| 30D | +31.0% | -16.8% | +47.8% | +37.9% |
| 3M | +46.0% | -21.1% | +67.1% | +51.5% |
| 6M | +77.3% | +10.8% | +66.5% | +60.4% |
| YTD | +141.9% | +63.3% | +78.6% | +88.4% |
| 1Y | +120.9% | +157.0% | -36.1% | +43.1% |
| 3Y | +182.7% | +163.7% | +19.0% | +63.1% |
| 5Y | +646.4% | +82.0% | +564.5% | +361.9% |
| 10Y | +1,138.7% | +467.2% | +671.5% | +290.6% |
| All | +3,101.0% | +1,142.7% | +1,958.3% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling