+3,005.7%
MPC vs MSCI
+1,910.7%
+1,094.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.8% |
| 7D | -12.8% | +6.0% | -18.8% | -15.0% |
| 30D | -12.7% | +18.2% | -30.9% | -18.7% |
| 3M | +27.1% | +15.1% | +12.0% | +19.4% |
| 6M | +45.8% | +13.7% | +32.1% | +36.3% |
| YTD | +134.7% | +15.6% | +119.1% | +115.5% |
| 1Y | +106.0% | +16.3% | +89.7% | +88.5% |
| 3Y | +165.5% | +36.9% | +128.6% | +119.1% |
| 5Y | +540.9% | +6.3% | +534.6% | +466.5% |
| 10Y | +1,133.6% | +823.0% | +310.6% | +245.7% |
| All | +3,005.7% | +1,910.7% | +1,094.9% | +482.1% |
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