+1,094.9%
MPC vs QS
-44.4%
+1,139.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +5.4% | -2.3% | +7.8% | +5.5% |
| 30D | +31.0% | -0.7% | +31.7% | +30.9% |
| 3M | +46.0% | -39.6% | +85.7% | +48.2% |
| 6M | +77.3% | -21.7% | +99.0% | +77.9% |
| YTD | +141.9% | -47.4% | +189.3% | +146.0% |
| 1Y | +120.9% | -28.4% | +149.3% | +120.8% |
| 3Y | +182.7% | -22.6% | +205.3% | +174.5% |
| 5Y | +646.4% | -75.6% | +722.0% | +634.7% |
| All | +1,094.9% | -44.4% | +1,139.3% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling