+534.5%
MPC vs RF
+42.5%
+492.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -16.2% | -0.9% | -15.3% | -15.9% |
| 30D | -15.7% | +6.0% | -21.7% | -17.8% |
| 3M | +24.9% | -8.9% | +33.8% | +29.4% |
| 6M | +52.7% | +2.3% | +50.3% | +49.9% |
| YTD | +131.9% | +7.6% | +124.3% | +121.8% |
| 1Y | +96.6% | +21.2% | +75.5% | +77.9% |
| 3Y | +163.8% | +108.5% | +55.2% | +85.5% |
| All | +534.5% | +42.5% | +492.0% | +418.0% |
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