+163.8%
MPC vs P
+175.5%
-11.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.6% |
| 7D | -16.2% | -23.8% | +7.6% | -14.1% |
| 30D | -15.7% | -36.6% | +20.9% | -12.4% |
| 3M | +24.9% | +10.9% | +14.0% | +22.8% |
| 6M | +52.7% | +30.0% | +22.7% | +46.8% |
| YTD | +131.9% | +44.4% | +87.5% | +119.5% |
| 1Y | +96.6% | +3.9% | +92.7% | +91.4% |
| 3Y | +163.8% | +176.6% | -12.8% | +117.5% |
| All | +163.8% | +175.5% | -11.7% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling