+101.8%
MPC vs Q
+75.8%
+26.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -8.8% | +4.0% | -12.8% | -8.7% |
| 30D | -14.4% | -2.3% | -12.1% | -14.5% |
| 3M | +21.9% | -7.9% | +29.9% | +21.6% |
| 6M | +60.1% | -16.0% | +76.1% | +59.3% |
| YTD | +142.3% | +51.7% | +90.6% | +148.9% |
| 1Y | +101.7% | +28.3% | +73.4% | +105.7% |
| All | +101.8% | +75.8% | +26.0% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling