+671.3%
MPC vs QSR
+40.6%
+630.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +1.2% | -4.7% | +5.9% | +2.3% |
| 30D | +17.0% | +4.3% | +12.7% | +15.7% |
| 3M | +49.5% | +5.4% | +44.0% | +47.1% |
| 6M | +83.5% | +8.2% | +75.4% | +78.9% |
| YTD | +144.1% | +14.1% | +130.0% | +134.4% |
| 1Y | +119.6% | +28.1% | +91.5% | +103.8% |
| 3Y | +168.1% | +25.3% | +142.8% | +143.7% |
| 5Y | +671.3% | +40.4% | +630.9% | +568.3% |
| All | +671.3% | +40.6% | +630.7% | +568.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling