+96.6%
MPC vs PL
-3.5%
+100.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.2% |
| 7D | -16.2% | -6.8% | -9.4% | -16.2% |
| 30D | -15.7% | -29.3% | +13.6% | -15.9% |
| 3M | +24.9% | -44.8% | +69.7% | +24.6% |
| 6M | +52.7% | -68.4% | +121.0% | +51.9% |
| YTD | +131.9% | -36.4% | +168.2% | +130.7% |
| 1Y | +96.6% | +0.7% | +95.9% | +98.5% |
| All | +96.6% | -3.5% | +100.2% | +98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling