+1,106.2%
MPC vs O
+69.9%
+1,036.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.2% |
| 7D | -9.4% | +3.3% | -12.7% | -11.2% |
| 30D | -14.3% | +10.3% | -24.7% | -19.2% |
| 3M | +31.1% | -3.5% | +34.6% | +33.1% |
| 6M | +60.3% | -1.3% | +61.5% | +60.0% |
| YTD | +142.5% | +10.3% | +132.2% | +125.7% |
| 1Y | +104.6% | +10.4% | +94.2% | +90.3% |
| 3Y | +191.7% | +40.0% | +151.7% | +128.8% |
| 5Y | +549.2% | +12.4% | +536.9% | +472.6% |
| 10Y | +1,106.2% | +78.2% | +1,028.0% | +836.2% |
| All | +1,106.2% | +69.9% | +1,036.4% | +836.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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