+163.8%
MPC vs PSX
+131.4%
+32.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -16.2% | -13.1% | -3.1% | -4.6% |
| 30D | -15.7% | -9.5% | -6.2% | -7.5% |
| 3M | +24.9% | +20.2% | +4.7% | +6.6% |
| 6M | +52.7% | +44.9% | +7.8% | +10.7% |
| YTD | +131.9% | +94.4% | +37.4% | +30.6% |
| 1Y | +96.6% | +83.1% | +13.6% | +16.4% |
| 3Y | +163.8% | +132.2% | +31.6% | +34.5% |
| All | +163.8% | +131.4% | +32.4% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling