+704.8%
MPC vs OSCR
-9.0%
+713.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.8% | +1.6% | +0.2% | +1.7% |
| 30D | +14.0% | +10.7% | +3.3% | +13.4% |
| 3M | +52.2% | +13.4% | +38.9% | +51.1% |
| 6M | +75.8% | +144.6% | -68.8% | +67.7% |
| YTD | +146.3% | +128.0% | +18.2% | +135.6% |
| 1Y | +120.8% | +68.7% | +52.1% | +113.2% |
| 3Y | +172.6% | +398.8% | -226.1% | +137.7% |
| 5Y | +678.2% | +87.3% | +591.0% | +571.9% |
| All | +704.8% | -9.0% | +713.8% | +626.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling