+1,135.3%
MPC vs PSX
+353.3%
+782.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | -12.2% | -8.1% | -4.1% | -4.8% |
| 3M | +20.1% | +15.9% | +4.2% | +5.0% |
| 6M | +60.6% | +49.4% | +11.2% | +11.2% |
| YTD | +150.6% | +104.7% | +45.9% | +29.6% |
| 1Y | +104.7% | +89.1% | +15.6% | +13.6% |
| 3Y | +194.5% | +151.7% | +42.7% | +22.9% |
| 5Y | +582.3% | +298.3% | +284.0% | +76.5% |
| 10Y | +1,135.3% | +357.1% | +778.2% | +164.3% |
| All | +1,135.3% | +353.3% | +782.0% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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