+1,107.8%
MPC vs MP
+262.7%
+845.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.1% | -3.0% | -7.6% |
| 7D | -10.9% | -12.5% | +1.6% | -9.7% |
| 30D | -9.4% | -23.3% | +13.9% | -7.1% |
| 3M | +26.0% | -24.4% | +50.3% | +28.9% |
| 6M | +56.5% | -45.8% | +102.3% | +64.8% |
| YTD | +144.3% | -28.9% | +173.2% | +147.0% |
| 1Y | +117.2% | -34.6% | +151.8% | +120.7% |
| 3Y | +176.3% | +118.7% | +57.6% | +120.3% |
| 5Y | +590.5% | -3.1% | +593.5% | +502.4% |
| All | +1,107.8% | +262.7% | +845.0% | +719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling