+3,834.9%
MPC vs PSKY
-65.8%
+3,900.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | -27.9% |
| 7D | +5.1% | -24.6% | +29.6% | -135.3% |
| 30D | +20.6% | -36.1% | +56.7% | -110.7% |
| 3M | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| 6M | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| YTD | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| 1Y | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| 3Y | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| 5Y | +1,463.0% | -84.9% | +1,547.9% | -396.0% |
| 10Y | +1,447.3% | -84.4% | +1,531.7% | -387.5% |
| All | +3,834.9% | -65.8% | +3,900.8% | -498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling