+994.5%
MPC vs P
+557.5%
+437.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.0% | -3.1% | -7.1% |
| 7D | -10.9% | -19.4% | +8.4% | -7.2% |
| 30D | -9.4% | -22.3% | +12.9% | -5.4% |
| 3M | +26.0% | +33.2% | -7.2% | +17.1% |
| 6M | +56.5% | +53.6% | +2.9% | +38.9% |
| YTD | +144.3% | +66.8% | +77.5% | +110.5% |
| 1Y | +117.2% | +17.5% | +99.7% | +98.8% |
| 3Y | +176.3% | +219.7% | -43.4% | +84.3% |
| 5Y | +590.5% | +307.8% | +282.7% | +311.3% |
| 10Y | +1,183.8% | +855.3% | +328.5% | +515.6% |
| All | +994.5% | +557.5% | +437.1% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling