+1,096.1%
MPC vs MP
+450.8%
+645.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +5.4% | -2.9% | +8.3% | +5.8% |
| 30D | +31.0% | +13.8% | +17.2% | +28.9% |
| 3M | +46.0% | -16.7% | +62.7% | +48.0% |
| 6M | +77.3% | -11.5% | +88.8% | +77.0% |
| YTD | +141.9% | +7.9% | +134.0% | +135.1% |
| 1Y | +120.9% | -15.0% | +136.0% | +117.6% |
| 3Y | +182.7% | +153.5% | +29.2% | +125.6% |
| 5Y | +646.4% | +58.7% | +587.8% | +518.9% |
| All | +1,096.1% | +450.8% | +645.3% | +679.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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