+167.0%
MPC vs MP
+104.2%
+62.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -3.6% |
| 7D | -12.8% | -19.0% | +6.2% | -11.9% |
| 30D | -12.7% | -30.5% | +17.7% | -11.2% |
| 3M | +27.1% | -29.6% | +56.6% | +28.9% |
| 6M | +45.8% | -50.4% | +96.2% | +50.4% |
| YTD | +134.7% | -33.2% | +167.9% | +136.7% |
| 1Y | +106.0% | -38.6% | +144.6% | +108.4% |
| All | +167.0% | +104.2% | +62.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling