+117.2%
MPC vs QSR
+23.8%
+93.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.5% | -13.6% | -7.7% |
| 7D | -10.9% | +5.2% | -16.1% | -10.4% |
| 30D | -9.4% | +12.2% | -21.6% | -9.0% |
| 3M | +26.0% | +7.0% | +18.9% | +26.0% |
| 6M | +56.5% | -0.3% | +56.8% | +59.0% |
| YTD | +144.3% | +18.0% | +126.3% | +140.7% |
| 1Y | +117.2% | +22.6% | +94.6% | +115.2% |
| All | +117.2% | +23.8% | +93.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling