+3,298.1%
MPC vs MKTX
+703.4%
+2,594.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | -13.4% | +0.9% | -14.4% | -13.6% |
| 3M | +18.9% | +2.5% | +16.3% | +18.4% |
| 6M | +64.9% | +18.6% | +46.3% | +58.9% |
| YTD | +156.8% | -7.1% | +163.9% | +157.9% |
| 1Y | +113.2% | -0.3% | +113.5% | +111.1% |
| 3Y | +201.8% | -22.3% | +224.1% | +206.0% |
| 5Y | +601.4% | -54.5% | +655.9% | +673.4% |
| 10Y | +1,166.0% | +12.9% | +1,153.0% | +867.4% |
| All | +3,298.1% | +703.4% | +2,594.7% | +1,082.0% |
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