+1,116.6%
MPC vs PSKY
-73.9%
+1,190.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +31.0% | +24.0% | +7.0% | +24.9% |
| 3M | +46.0% | +2.2% | +43.9% | +44.7% |
| 6M | +77.3% | -9.0% | +86.3% | +78.8% |
| YTD | +141.9% | -18.1% | +160.1% | +147.6% |
| 1Y | +120.9% | -25.1% | +146.0% | +127.8% |
| 3Y | +182.7% | -16.3% | +199.0% | +161.6% |
| 5Y | +646.4% | -70.4% | +716.8% | +785.7% |
| All | +1,116.6% | -73.9% | +1,190.5% | +817.6% |
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