+93.1%
MPC vs Q
+66.4%
+26.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -0.9% |
| 7D | -16.2% | +0.3% | -16.5% | -16.1% |
| 30D | -15.7% | -9.8% | -5.9% | -16.1% |
| 3M | +24.9% | -12.2% | +37.1% | +24.4% |
| 6M | +52.7% | -21.6% | +74.3% | +51.4% |
| YTD | +131.9% | +43.6% | +88.3% | +137.7% |
| 1Y | +96.6% | +25.7% | +71.0% | +100.7% |
| All | +93.1% | +66.4% | +26.7% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling