+180.6%
MPC vs PWR
+195.8%
-15.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +5.4% | +3.6% | +1.8% | +5.0% |
| 30D | +31.0% | -8.6% | +39.5% | +32.1% |
| 3M | +46.0% | -13.2% | +59.2% | +47.8% |
| 6M | +77.3% | +9.9% | +67.4% | +73.4% |
| YTD | +141.9% | +48.0% | +93.9% | +126.2% |
| 1Y | +120.9% | +66.2% | +54.7% | +102.4% |
| All | +180.6% | +195.8% | -15.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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