+191.2%
MPC vs O
+40.8%
+150.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.4% | +3.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | -12.2% | +9.4% | -21.6% | -13.7% |
| 3M | +20.1% | -2.4% | +22.5% | +20.8% |
| 6M | +60.6% | -1.9% | +62.5% | +61.2% |
| YTD | +150.6% | +10.5% | +140.1% | +142.8% |
| 1Y | +104.7% | +10.0% | +94.7% | +98.6% |
| All | +191.2% | +40.8% | +150.4% | +157.0% |
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