+120.9%
MPC vs QSR
+33.2%
+87.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +5.3% |
| 30D | +31.0% | +7.6% | +23.3% | +30.1% |
| 3M | +46.0% | +12.6% | +33.4% | +44.3% |
| 6M | +77.3% | +14.4% | +62.9% | +74.8% |
| YTD | +141.9% | +19.6% | +122.3% | +136.7% |
| 1Y | +120.9% | +33.9% | +87.0% | +113.9% |
| All | +120.9% | +33.2% | +87.7% | +113.9% |
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