+1,046.4%
MPC vs MP
+257.7%
+788.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -1.7% |
| 7D | -16.2% | -10.5% | -5.7% | -15.2% |
| 30D | -15.7% | -23.5% | +7.8% | -13.5% |
| 3M | +24.9% | -25.4% | +50.3% | +28.0% |
| 6M | +52.7% | -51.3% | +103.9% | +62.7% |
| YTD | +131.9% | -29.9% | +161.8% | +134.8% |
| 1Y | +96.6% | -31.8% | +128.5% | +98.9% |
| 3Y | +163.8% | +127.0% | +36.8% | +108.9% |
| 5Y | +533.1% | -3.3% | +536.4% | +452.4% |
| All | +1,046.4% | +257.7% | +788.8% | +678.5% |
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