+101.7%
MPC vs P
+9.7%
+92.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -8.8% | -13.3% | +4.5% | -7.9% |
| 30D | -14.4% | -34.0% | +19.6% | -12.3% |
| 3M | +21.9% | +4.1% | +17.9% | +21.0% |
| 6M | +60.1% | +30.5% | +29.7% | +56.4% |
| YTD | +142.3% | +52.2% | +90.1% | +133.6% |
| 1Y | +101.7% | +10.3% | +91.4% | +97.3% |
| All | +101.7% | +9.7% | +92.0% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling