+120.9%
MPC vs MTB
+23.4%
+97.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.7% | +3.7% | +5.1% |
| 30D | +31.0% | -4.2% | +35.2% | +32.0% |
| 3M | +46.0% | +8.9% | +37.2% | +43.3% |
| 6M | +77.3% | +10.9% | +66.4% | +74.4% |
| YTD | +141.9% | +21.5% | +120.4% | +129.3% |
| 1Y | +120.9% | +21.9% | +99.0% | +105.9% |
| All | +120.9% | +23.4% | +97.5% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling