+1,079.5%
MPC vs MTB
+135.3%
+944.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -16.2% | -1.3% | -14.8% | -15.6% |
| 30D | -15.7% | +0.5% | -16.2% | -16.2% |
| 3M | +24.9% | -12.4% | +37.3% | +34.9% |
| 6M | +52.7% | +1.5% | +51.1% | +49.4% |
| YTD | +131.9% | +10.3% | +121.6% | +113.7% |
| 1Y | +96.6% | +22.2% | +74.4% | +69.4% |
| 3Y | +163.8% | +96.9% | +66.8% | +61.0% |
| 5Y | +533.1% | +64.3% | +468.8% | +300.4% |
| All | +1,079.5% | +135.3% | +944.2% | +462.1% |
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