+1,106.2%
MPC vs P
+748.5%
+357.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +3.3% |
| 7D | -9.4% | -9.6% | +0.2% | -7.7% |
| 30D | -14.3% | -33.4% | +19.1% | -7.5% |
| 3M | +31.1% | +14.2% | +16.9% | +25.0% |
| 6M | +60.3% | +31.6% | +28.7% | +45.4% |
| YTD | +142.5% | +53.5% | +89.0% | +109.7% |
| 1Y | +104.6% | +14.2% | +90.4% | +86.4% |
| 3Y | +191.7% | +190.5% | +1.2% | +89.7% |
| 5Y | +549.2% | +256.3% | +292.9% | +274.9% |
| 10Y | +1,106.2% | +707.9% | +398.4% | +444.4% |
| All | +1,106.2% | +748.5% | +357.7% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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