+697.5%
MPC vs PL
+28.1%
+669.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.7% |
| 7D | -16.2% | -6.8% | -9.4% | -15.9% |
| 30D | -15.7% | -29.3% | +13.6% | -14.4% |
| 3M | +24.9% | -44.8% | +69.7% | +28.3% |
| 6M | +52.7% | -68.4% | +121.0% | +60.3% |
| YTD | +131.9% | -36.4% | +168.2% | +131.2% |
| 1Y | +96.6% | +0.7% | +95.9% | +89.5% |
| 3Y | +163.8% | +455.3% | -291.5% | +116.7% |
| 5Y | +533.1% | +22.7% | +510.4% | +439.5% |
| All | +697.5% | +28.1% | +669.5% | +578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling