+1,122.1%
MPC vs QS
-43.2%
+1,165.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.2% |
| 7D | +3.9% | +2.2% | +1.7% | +3.8% |
| 30D | +33.8% | -8.1% | +41.8% | +34.1% |
| 3M | +49.9% | -27.0% | +76.9% | +51.1% |
| 6M | +80.9% | -16.4% | +97.4% | +81.1% |
| YTD | +147.4% | -46.4% | +193.8% | +151.4% |
| 1Y | +123.2% | -41.1% | +164.3% | +124.8% |
| 3Y | +171.7% | -18.6% | +190.4% | +163.4% |
| 5Y | +678.6% | -73.0% | +751.6% | +664.4% |
| All | +1,122.1% | -43.2% | +1,165.4% | +1,067.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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