+2,705.0%
MPC vs PSX
+1,139.4%
+1,565.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.4% | +4.5% | +0.9% | +1.3% |
| 30D | +31.0% | +26.6% | +4.4% | +5.7% |
| 3M | +46.0% | +39.3% | +6.8% | +8.2% |
| 6M | +77.3% | +56.8% | +20.5% | +18.0% |
| YTD | +141.9% | +101.8% | +40.1% | +28.2% |
| 1Y | +120.9% | +99.6% | +21.3% | +17.9% |
| 3Y | +182.7% | +140.3% | +42.3% | +25.4% |
| 5Y | +646.4% | +339.3% | +307.1% | +81.9% |
| 10Y | +1,138.7% | +369.9% | +768.9% | +190.1% |
| All | +2,705.0% | +1,139.4% | +1,565.6% | +315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling