+101.7%
MPC vs O
+10.5%
+91.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | +3.5% | -12.4% | -8.7% |
| 30D | -14.4% | +10.4% | -24.8% | -14.7% |
| 3M | +21.9% | -2.4% | +24.4% | +23.2% |
| 6M | +60.1% | -1.2% | +61.3% | +61.4% |
| YTD | +142.3% | +10.4% | +131.9% | +113.5% |
| 1Y | +101.7% | +11.4% | +90.3% | +77.7% |
| All | +101.7% | +10.5% | +91.2% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling