+102.0%
MPC vs Q
+77.9%
+24.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | +4.8% |
| 7D | -9.4% | +8.4% | -17.8% | -9.1% |
| 30D | -14.3% | -1.2% | -13.1% | -14.4% |
| 3M | +31.1% | -9.3% | +40.4% | +30.6% |
| 6M | +60.3% | -15.0% | +75.3% | +59.4% |
| YTD | +142.5% | +53.5% | +89.0% | +149.2% |
| 1Y | +104.6% | +35.9% | +68.7% | +109.4% |
| All | +102.0% | +77.9% | +24.1% | +106.4% |
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 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