+3,132.1%
MPC vs RF
+637.5%
+2,494.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -9.0% |
| 7D | -10.9% | +2.3% | -13.2% | -12.2% |
| 30D | -9.4% | +7.2% | -16.7% | -13.1% |
| 3M | +26.0% | -8.2% | +34.2% | +31.5% |
| 6M | +56.5% | +7.0% | +49.5% | +48.8% |
| YTD | +144.3% | +10.3% | +134.0% | +126.6% |
| 1Y | +117.2% | +25.1% | +92.2% | +87.0% |
| 3Y | +176.3% | +110.3% | +66.0% | +70.9% |
| 5Y | +590.5% | +47.1% | +543.4% | +400.3% |
| 10Y | +1,183.8% | +297.9% | +885.9% | +413.1% |
| All | +3,132.1% | +637.5% | +2,494.6% | +843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling