+175.1%
MPC vs OSCR
+386.4%
-211.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | +3.2% | +4.7% | -1.5% | +3.1% |
| 30D | +25.0% | +14.8% | +10.3% | +24.7% |
| 3M | +55.2% | +16.7% | +38.5% | +54.6% |
| 6M | +86.4% | +127.5% | -41.1% | +83.5% |
| YTD | +148.5% | +121.0% | +27.4% | +144.6% |
| 1Y | +121.7% | +58.4% | +63.3% | +119.0% |
| All | +175.1% | +386.4% | -211.3% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling