+163.8%
MPC vs MTB
+95.2%
+68.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -16.2% | -1.3% | -14.8% | -15.8% |
| 30D | -15.7% | +0.5% | -16.2% | -16.0% |
| 3M | +24.9% | -12.4% | +37.3% | +31.2% |
| 6M | +52.7% | +1.5% | +51.1% | +50.4% |
| YTD | +131.9% | +10.3% | +121.6% | +119.1% |
| 1Y | +96.6% | +22.2% | +74.4% | +76.9% |
| 3Y | +163.8% | +96.9% | +66.8% | +103.7% |
| All | +163.8% | +95.2% | +68.5% | +103.7% |
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