+1,098.3%
MPC vs O
+78.3%
+1,020.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | +3.5% | -12.4% | -10.8% |
| 30D | -14.4% | +10.4% | -24.8% | -19.4% |
| 3M | +21.9% | -2.4% | +24.4% | +23.1% |
| 6M | +60.1% | -1.2% | +61.3% | +59.8% |
| YTD | +142.3% | +10.4% | +131.9% | +125.4% |
| 1Y | +101.7% | +11.4% | +90.3% | +86.5% |
| 3Y | +184.8% | +40.4% | +144.4% | +122.9% |
| 5Y | +564.6% | +12.1% | +552.5% | +486.9% |
| 10Y | +1,098.3% | +82.7% | +1,015.6% | +829.7% |
| All | +1,098.3% | +78.3% | +1,020.0% | +829.7% |
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