+3,101.0%
MPC vs MSCI
+1,656.6%
+1,444.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +0.4% | +5.0% | +5.2% |
| 30D | +31.0% | +0.6% | +30.4% | +30.6% |
| 3M | +46.0% | -7.1% | +53.1% | +49.2% |
| 6M | +77.3% | +0.8% | +76.5% | +74.3% |
| YTD | +141.9% | +1.0% | +140.9% | +135.6% |
| 1Y | +120.9% | +4.3% | +116.6% | +110.8% |
| 3Y | +182.7% | +9.9% | +172.7% | +156.2% |
| 5Y | +646.4% | -6.8% | +653.2% | +595.2% |
| 10Y | +1,138.7% | +614.7% | +524.1% | +290.9% |
| All | +3,101.0% | +1,656.6% | +1,444.4% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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