+108.7%
MPC vs Q
+80.0%
+28.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.5% |
| 7D | +2.6% | +6.6% | -4.0% | +2.8% |
| 30D | -12.2% | +2.7% | -14.9% | -12.1% |
| 3M | +20.1% | -8.4% | +28.5% | +19.7% |
| 6M | +60.6% | -17.3% | +77.9% | +59.6% |
| YTD | +150.6% | +55.3% | +95.3% | +157.6% |
| 1Y | +104.7% | +31.5% | +73.2% | +108.8% |
| All | +108.7% | +80.0% | +28.7% | +113.3% |
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