+191.2%
MPC vs MKTX
-22.1%
+213.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | -12.2% | +0.9% | -13.1% | -12.2% |
| 3M | +20.1% | +2.7% | +17.4% | +20.0% |
| 6M | +60.6% | +15.6% | +45.0% | +60.1% |
| YTD | +150.6% | -7.0% | +157.6% | +150.8% |
| 1Y | +104.7% | -1.2% | +105.9% | +104.4% |
| All | +191.2% | -22.1% | +213.3% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling