+1,106.2%
MPC vs MTB
+136.2%
+970.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.2% |
| 7D | -9.4% | -0.8% | -8.7% | -9.0% |
| 30D | -14.3% | +2.4% | -16.7% | -15.8% |
| 3M | +31.1% | -10.5% | +41.6% | +39.8% |
| 6M | +60.3% | +6.4% | +53.9% | +52.4% |
| YTD | +142.5% | +12.8% | +129.7% | +120.6% |
| 1Y | +104.6% | +23.3% | +81.3% | +75.5% |
| 3Y | +191.7% | +108.2% | +83.5% | +71.8% |
| 5Y | +549.2% | +68.6% | +480.6% | +304.4% |
| 10Y | +1,106.2% | +125.3% | +981.0% | +502.0% |
| All | +1,106.2% | +136.2% | +970.0% | +502.0% |
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