+642.2%
MPC vs MTB
+101.8%
+540.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.7% | +3.7% | +4.7% |
| 30D | +31.0% | -4.2% | +35.2% | +33.1% |
| 3M | +46.0% | +8.9% | +37.2% | +40.9% |
| 6M | +77.3% | +10.9% | +66.4% | +69.0% |
| YTD | +141.9% | +21.5% | +120.4% | +122.2% |
| 1Y | +120.9% | +21.9% | +99.0% | +102.2% |
| 3Y | +182.7% | +109.2% | +73.4% | +108.7% |
| All | +642.2% | +101.8% | +540.4% | +407.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling