+708.2%
MPC vs PSKY
-78.1%
+786.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | -0.1% |
| 7D | +5.1% | -24.6% | +29.6% | +3.1% |
| 30D | +20.6% | -36.1% | +56.7% | +17.0% |
| 3M | +146.9% | -54.8% | +201.7% | +138.8% |
| 6M | +146.9% | -54.8% | +201.7% | +138.8% |
| YTD | +146.9% | -54.8% | +201.7% | +138.8% |
| 1Y | +168.3% | -58.4% | +226.7% | +161.9% |
| 3Y | +236.5% | -40.7% | +277.1% | +203.2% |
| All | +708.2% | -78.1% | +786.3% | +693.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling