+45.8%
MPC vs P
+26.4%
+19.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -16.4% | +12.5% | -2.5% |
| 7D | -12.8% | -31.9% | +19.1% | -10.5% |
| 30D | -12.7% | -36.5% | +23.8% | -10.2% |
| 3M | +27.1% | +11.6% | +15.5% | +26.3% |
| 6M | +45.8% | +25.2% | +20.6% | +44.4% |
| All | +45.8% | +26.4% | +19.3% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling