+678.6%
MPC vs MKTX
-61.3%
+739.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +3.9% | +0.4% | +3.4% | +3.8% |
| 30D | +33.8% | +1.0% | +32.8% | +33.7% |
| 3M | +49.9% | +41.3% | +8.6% | +47.0% |
| 6M | +80.9% | -11.3% | +92.3% | +82.0% |
| YTD | +147.4% | -8.6% | +156.0% | +148.3% |
| 1Y | +123.2% | -11.1% | +134.3% | +124.3% |
| 3Y | +171.7% | -24.5% | +196.2% | +173.6% |
| 5Y | +678.6% | -61.4% | +740.0% | +675.5% |
| All | +678.6% | -61.3% | +739.8% | +675.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling