+104.7%
MPC vs PSX
+90.8%
+13.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +0.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.9% |
| 30D | -12.2% | -8.1% | -4.1% | -4.5% |
| 3M | +20.1% | +15.9% | +4.2% | +4.8% |
| 6M | +60.6% | +49.4% | +11.2% | +10.8% |
| YTD | +150.6% | +104.7% | +45.9% | +33.9% |
| 1Y | +104.7% | +89.1% | +15.6% | +15.0% |
| All | +104.7% | +90.8% | +13.9% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling