+104.7%
MPC vs QSR
+14.6%
+90.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +3.3% |
| 7D | +2.6% | -2.2% | +4.8% | +2.4% |
| 30D | -12.2% | +7.8% | -20.0% | -11.8% |
| 3M | +20.1% | +5.5% | +14.6% | +20.0% |
| 6M | +60.6% | -0.2% | +60.8% | +61.8% |
| YTD | +150.6% | +15.4% | +135.2% | +147.7% |
| 1Y | +104.7% | +15.3% | +89.3% | +102.8% |
| All | +104.7% | +14.6% | +90.0% | +102.8% |
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