+171.7%
MPC vs QSR
+28.6%
+143.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.6% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +33.8% | +5.9% | +27.8% | +32.4% |
| 3M | +49.9% | +10.5% | +39.4% | +47.1% |
| 6M | +80.9% | +7.7% | +73.2% | +78.3% |
| YTD | +147.4% | +16.8% | +130.6% | +139.8% |
| 1Y | +123.2% | +30.9% | +92.3% | +111.3% |
| 3Y | +171.7% | +28.2% | +143.5% | +146.5% |
| All | +171.7% | +28.6% | +143.1% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling