+590.5%
MPC vs PL
+24.5%
+566.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.4% | -1.7% | -7.8% |
| 7D | -10.9% | -11.7% | +0.8% | -10.4% |
| 30D | -9.4% | -27.1% | +17.7% | -8.1% |
| 3M | +26.0% | -44.6% | +70.5% | +29.4% |
| 6M | +56.5% | -67.2% | +123.7% | +64.0% |
| YTD | +144.3% | -35.9% | +180.1% | +143.6% |
| 1Y | +117.2% | -0.4% | +117.6% | +109.5% |
| 3Y | +176.3% | +454.8% | -278.5% | +127.1% |
| 5Y | +590.5% | +24.8% | +565.7% | +498.7% |
| All | +590.5% | +24.5% | +566.0% | +498.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling