+540.9%
MPC vs RF
+42.4%
+498.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.0% |
| 7D | -12.8% | -1.6% | -11.1% | -12.2% |
| 30D | -12.7% | +5.0% | -17.8% | -14.6% |
| 3M | +27.1% | -10.0% | +37.1% | +32.3% |
| 6M | +45.8% | +3.3% | +42.5% | +42.5% |
| YTD | +134.7% | +7.9% | +126.8% | +124.2% |
| 1Y | +106.0% | +21.2% | +84.8% | +86.4% |
| 3Y | +165.5% | +105.8% | +59.7% | +87.8% |
| 5Y | +540.9% | +43.7% | +497.2% | +417.7% |
| All | +540.9% | +42.4% | +498.5% | +417.7% |
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