+199.8%
MPC vs QS
-32.2%
+232.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.6% |
| 7D | +11.2% | -14.0% | +25.3% | +11.6% |
| 30D | -14.5% | -6.4% | -8.1% | -14.4% |
| 3M | +16.7% | -40.3% | +56.9% | +18.3% |
| 6M | +67.6% | -57.5% | +125.1% | +71.3% |
| YTD | +157.9% | -64.7% | +222.6% | +164.9% |
| 1Y | +116.7% | -72.9% | +189.5% | +124.4% |
| 3Y | +199.8% | -33.5% | +233.2% | +183.9% |
| All | +199.8% | -32.2% | +232.0% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling