+534.5%
MPC vs QS
-86.5%
+620.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.4% | -1.4% |
| 7D | -16.2% | +5.4% | -21.6% | -16.4% |
| 30D | -15.7% | -5.3% | -10.4% | -15.6% |
| 3M | +24.9% | -22.6% | +47.5% | +26.0% |
| 6M | +52.7% | -46.2% | +98.8% | +55.8% |
| YTD | +131.9% | -58.9% | +190.8% | +139.0% |
| 1Y | +96.6% | -73.1% | +169.7% | +106.5% |
| 3Y | +163.8% | -27.2% | +191.0% | +152.1% |
| All | +534.5% | -86.5% | +620.9% | +603.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling