+117.2%
MPC vs RF
+25.4%
+91.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.2% |
| 7D | -10.9% | +2.3% | -13.2% | -11.0% |
| 30D | -9.4% | +7.2% | -16.7% | -9.8% |
| 3M | +26.0% | -8.2% | +34.2% | +26.8% |
| 6M | +56.5% | +7.0% | +49.5% | +55.0% |
| YTD | +144.3% | +10.3% | +134.0% | +145.3% |
| 1Y | +117.2% | +25.1% | +92.2% | +113.8% |
| All | +117.2% | +25.4% | +91.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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