+199.8%
MPC vs MTB
+106.3%
+93.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +11.2% | +1.5% | +9.7% | +10.6% |
| 30D | -14.5% | +2.3% | -16.8% | -15.3% |
| 3M | +16.7% | -12.1% | +28.8% | +22.4% |
| 6M | +67.6% | +9.8% | +57.7% | +59.8% |
| YTD | +157.9% | +12.0% | +145.9% | +142.4% |
| 1Y | +116.7% | +22.0% | +94.6% | +95.5% |
| 3Y | +199.8% | +107.6% | +92.1% | +125.4% |
| All | +199.8% | +106.3% | +93.5% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling