+95.5%
MPC vs Q
+56.5%
+39.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.4% | +3.4% | -4.2% |
| 7D | -12.8% | -10.3% | -2.5% | -13.2% |
| 30D | -12.7% | -17.7% | +4.9% | -13.4% |
| 3M | +27.1% | -18.8% | +45.9% | +26.1% |
| 6M | +45.8% | -24.8% | +70.6% | +44.4% |
| YTD | +134.7% | +35.0% | +99.7% | +140.0% |
| 1Y | +106.0% | +10.7% | +95.3% | +108.7% |
| All | +95.5% | +56.5% | +39.0% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling