+3,101.0%
MPC vs MKTX
+691.0%
+2,409.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | +31.0% | +1.1% | +29.9% | +30.7% |
| 3M | +46.0% | +36.1% | +9.9% | +37.2% |
| 6M | +77.3% | -12.9% | +90.2% | +80.5% |
| YTD | +141.9% | -8.5% | +150.4% | +143.6% |
| 1Y | +120.9% | -7.5% | +128.5% | +121.6% |
| 3Y | +182.7% | -28.3% | +211.0% | +190.2% |
| 5Y | +646.4% | -63.3% | +709.7% | +764.9% |
| 10Y | +1,138.7% | +4.5% | +1,134.2% | +869.1% |
| All | +3,101.0% | +691.0% | +2,409.9% | +1,016.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling