+549.2%
MPC vs QSR
+55.7%
+493.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -9.4% | +3.9% | -13.3% | -10.2% |
| 30D | -14.3% | +9.3% | -23.6% | -16.0% |
| 3M | +31.1% | +5.9% | +25.3% | +29.0% |
| 6M | +60.3% | -1.0% | +61.2% | +60.0% |
| YTD | +142.5% | +16.7% | +125.8% | +131.6% |
| 1Y | +104.6% | +18.6% | +86.0% | +94.3% |
| 3Y | +191.7% | +25.4% | +166.3% | +166.2% |
| 5Y | +549.2% | +59.0% | +490.2% | +420.7% |
| All | +549.2% | +55.7% | +493.5% | +420.7% |
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