+199.8%
MPC vs OSCR
+339.8%
-140.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.5% |
| 7D | +11.2% | +1.3% | +9.9% | +11.2% |
| 30D | -14.5% | -9.5% | -5.0% | -14.3% |
| 3M | +16.7% | +0.9% | +15.8% | +16.5% |
| 6M | +67.6% | +31.5% | +36.1% | +66.2% |
| YTD | +157.9% | +116.1% | +41.9% | +153.0% |
| 1Y | +116.7% | +122.6% | -5.9% | +112.2% |
| 3Y | +199.8% | +356.6% | -156.9% | +157.9% |
| All | +199.8% | +339.8% | -140.0% | +157.9% |
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