+984.0%
MPC vs P
+485.4%
+498.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +5.4% | +6.5% | -1.1% | +4.1% |
| 30D | +31.0% | +18.8% | +12.1% | +26.0% |
| 3M | +46.0% | +26.7% | +19.3% | +37.5% |
| 6M | +77.3% | +62.2% | +15.1% | +56.7% |
| YTD | +141.9% | +48.5% | +93.4% | +115.8% |
| 1Y | +120.9% | +26.4% | +94.5% | +100.2% |
| 3Y | +182.7% | +159.4% | +23.3% | +99.5% |
| 5Y | +646.4% | +275.8% | +370.6% | +355.3% |
| 10Y | +1,138.7% | +732.0% | +406.7% | +516.3% |
| All | +984.0% | +485.4% | +498.7% | +429.7% |
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