+732.1%
MPC vs PL
+84.9%
+647.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +5.4% | -9.3% | +14.8% | +5.9% |
| 30D | +31.0% | -18.9% | +49.9% | +32.3% |
| 3M | +46.0% | -58.4% | +104.4% | +52.1% |
| 6M | +77.3% | -30.3% | +107.6% | +77.6% |
| YTD | +141.9% | -8.1% | +150.0% | +137.5% |
| 1Y | +120.9% | +180.5% | -59.6% | +98.9% |
| 3Y | +182.7% | +444.1% | -261.5% | +133.7% |
| 5Y | +646.4% | +83.0% | +563.4% | +522.6% |
| All | +732.1% | +84.9% | +647.2% | +596.9% |
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