+642.2%
MPC vs RF
+89.8%
+552.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.8% |
| 30D | +31.0% | -3.6% | +34.6% | +32.9% |
| 3M | +46.0% | +8.1% | +37.9% | +40.9% |
| 6M | +77.3% | +11.5% | +65.8% | +67.6% |
| YTD | +141.9% | +15.6% | +126.3% | +125.0% |
| 1Y | +120.9% | +15.7% | +105.2% | +104.6% |
| 3Y | +182.7% | +86.9% | +95.8% | +107.7% |
| All | +642.2% | +89.8% | +552.4% | +393.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling