+3,005.7%
MPC vs O
+286.5%
+2,719.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | -12.8% | +4.5% | -17.3% | -15.0% |
| 30D | -12.7% | +10.2% | -22.9% | -17.5% |
| 3M | +27.1% | -3.8% | +30.8% | +29.1% |
| 6M | +45.8% | -3.8% | +49.6% | +47.6% |
| YTD | +134.7% | +10.3% | +124.4% | +119.1% |
| 1Y | +106.0% | +11.9% | +94.2% | +90.8% |
| 3Y | +165.5% | +38.1% | +127.4% | +112.8% |
| 5Y | +540.9% | +11.1% | +529.8% | +473.2% |
| 10Y | +1,133.6% | +72.7% | +1,060.9% | +765.6% |
| All | +3,005.7% | +286.5% | +2,719.2% | +965.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling