+1,365.9%
MPC vs PSKY
-84.9%
+1,450.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | +0.7% |
| 7D | +5.1% | -24.6% | +29.6% | +7.7% |
| 30D | +20.6% | -36.1% | +56.7% | +25.7% |
| 3M | +147.5% | -53.8% | +201.4% | +157.2% |
| 6M | +147.5% | -53.8% | +201.4% | +157.2% |
| YTD | +147.5% | -53.8% | +201.4% | +157.2% |
| 1Y | +168.3% | -58.4% | +226.7% | +185.6% |
| 3Y | +236.5% | -40.7% | +277.1% | +200.4% |
| 5Y | +700.0% | -80.0% | +780.0% | +822.2% |
| All | +1,365.9% | -84.9% | +1,450.9% | +1,024.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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