+3,298.1%
MPC vs MTB
+289.7%
+3,008.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -13.4% | +0.8% | -14.3% | -14.1% |
| 3M | +18.9% | -12.8% | +31.6% | +29.0% |
| 6M | +64.9% | +6.7% | +58.2% | +56.3% |
| YTD | +156.8% | +11.3% | +145.5% | +134.8% |
| 1Y | +113.2% | +20.2% | +93.0% | +85.0% |
| 3Y | +201.8% | +103.8% | +98.1% | +77.6% |
| 5Y | +601.4% | +60.9% | +540.5% | +347.1% |
| 10Y | +1,166.0% | +115.0% | +1,051.0% | +504.8% |
| All | +3,298.1% | +289.7% | +3,008.5% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling