+601.4%
MPC vs O
+9.8%
+591.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -13.4% | +8.3% | -21.7% | -15.4% |
| 3M | +18.9% | -4.0% | +22.9% | +20.2% |
| 6M | +64.9% | -2.6% | +67.5% | +65.7% |
| YTD | +156.8% | +9.9% | +146.9% | +147.4% |
| 1Y | +113.2% | +9.8% | +103.3% | +105.4% |
| 3Y | +201.8% | +39.7% | +162.1% | +163.9% |
| 5Y | +601.4% | +9.2% | +592.2% | +571.8% |
| All | +601.4% | +9.8% | +591.5% | +571.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling