+101.5%
MPC vs Q
+71.3%
+30.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.5% |
| 30D | +31.0% | -11.1% | +42.1% | +30.3% |
| 3M | +46.0% | -22.1% | +68.2% | +44.6% |
| 6M | +77.3% | +0.5% | +76.8% | +77.9% |
| YTD | +141.9% | +47.8% | +94.1% | +148.1% |
| All | +101.5% | +71.3% | +30.2% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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