+1,120.0%
MPC vs RF
+343.3%
+776.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.5% |
| 30D | +31.0% | -3.6% | +34.6% | +33.8% |
| 3M | +46.0% | +8.1% | +37.9% | +38.6% |
| 6M | +77.3% | +11.5% | +65.8% | +63.2% |
| YTD | +141.9% | +15.6% | +126.3% | +117.5% |
| 1Y | +120.9% | +15.7% | +105.2% | +97.2% |
| 3Y | +182.7% | +86.9% | +95.8% | +78.0% |
| 5Y | +646.4% | +89.8% | +556.6% | +335.5% |
| All | +1,120.0% | +343.3% | +776.6% | +271.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling