+601.0%
MPC vs PSX
+306.7%
+294.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.2% |
| 7D | +11.2% | +7.8% | +3.4% | +4.3% |
| 30D | -14.5% | -10.9% | -3.6% | -5.3% |
| 3M | +16.7% | +14.5% | +2.2% | +4.4% |
| 6M | +67.6% | +56.1% | +11.4% | +15.6% |
| YTD | +157.9% | +109.6% | +48.3% | +39.4% |
| 1Y | +116.7% | +95.5% | +21.1% | +23.8% |
| 3Y | +199.8% | +156.2% | +43.6% | +36.5% |
| All | +601.0% | +306.7% | +294.3% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling