+1,135.3%
MPC vs MTB
+119.7%
+1,015.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +2.6% | -2.0% | +4.6% | +3.9% |
| 30D | -12.2% | +0.1% | -12.3% | -12.5% |
| 3M | +20.1% | -12.1% | +32.2% | +29.4% |
| 6M | +60.6% | +7.3% | +53.3% | +52.0% |
| YTD | +150.6% | +11.5% | +139.0% | +129.5% |
| 1Y | +104.7% | +21.3% | +83.4% | +77.3% |
| 3Y | +194.5% | +104.1% | +90.4% | +75.6% |
| 5Y | +582.3% | +61.8% | +520.5% | +337.9% |
| 10Y | +1,135.3% | +115.4% | +1,019.9% | +519.9% |
| All | +1,135.3% | +119.7% | +1,015.5% | +519.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling