+540.9%
MPC vs MP
-13.9%
+554.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -3.3% |
| 7D | -12.8% | -19.0% | +6.2% | -10.9% |
| 30D | -12.7% | -30.5% | +17.7% | -9.7% |
| 3M | +27.1% | -29.6% | +56.6% | +30.9% |
| 6M | +45.8% | -50.4% | +96.2% | +54.8% |
| YTD | +134.7% | -33.2% | +167.9% | +138.6% |
| 1Y | +106.0% | -38.6% | +144.6% | +110.5% |
| 3Y | +165.5% | +105.5% | +60.0% | +106.8% |
| 5Y | +540.9% | -7.8% | +548.7% | +460.4% |
| All | +540.9% | -13.9% | +554.8% | +460.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling