+1,174.7%
MPC vs MKTX
+7.4%
+1,167.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +25.0% | +1.0% | +24.1% | +24.9% |
| 3M | +55.2% | +40.8% | +14.4% | +49.2% |
| 6M | +86.4% | -10.9% | +97.3% | +88.1% |
| YTD | +148.5% | -8.6% | +157.1% | +149.8% |
| 1Y | +121.7% | -11.6% | +133.3% | +123.5% |
| 3Y | +172.9% | -24.5% | +197.4% | +175.9% |
| 5Y | +679.9% | -60.7% | +740.6% | +745.8% |
| 10Y | +1,174.7% | +5.1% | +1,169.6% | +1,078.4% |
| All | +1,174.7% | +7.4% | +1,167.3% | +1,078.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling