+104.7%
MPC vs O
+10.9%
+93.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.4% | +3.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.6% |
| 30D | -12.2% | +9.4% | -21.6% | -12.4% |
| 3M | +20.1% | -2.4% | +22.5% | +21.3% |
| 6M | +60.6% | -1.9% | +62.5% | +62.2% |
| YTD | +150.6% | +10.5% | +140.1% | +121.7% |
| 1Y | +104.7% | +10.0% | +94.7% | +83.4% |
| All | +104.7% | +10.9% | +93.7% | +83.4% |
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