+163.8%
MPC vs O
+37.3%
+126.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -16.2% | +3.7% | -19.9% | -16.7% |
| 30D | -15.7% | +11.2% | -26.9% | -17.4% |
| 3M | +24.9% | -4.0% | +28.9% | +26.0% |
| 6M | +52.7% | -5.2% | +57.9% | +54.4% |
| YTD | +131.9% | +9.5% | +122.4% | +125.1% |
| 1Y | +96.6% | +10.6% | +86.0% | +90.5% |
| 3Y | +163.8% | +38.1% | +125.7% | +137.8% |
| All | +163.8% | +37.3% | +126.5% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling