+3,101.0%
MPC vs RF
+672.8%
+2,428.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.6% |
| 30D | +31.0% | -3.6% | +34.6% | +33.6% |
| 3M | +46.0% | +8.1% | +37.9% | +39.2% |
| 6M | +77.3% | +11.5% | +65.8% | +64.3% |
| YTD | +141.9% | +15.6% | +126.3% | +119.5% |
| 1Y | +120.9% | +15.7% | +105.2% | +99.2% |
| 3Y | +182.7% | +86.9% | +95.8% | +86.3% |
| 5Y | +646.4% | +89.8% | +556.6% | +365.2% |
| 10Y | +1,138.7% | +344.7% | +794.0% | +369.7% |
| All | +3,101.0% | +672.8% | +2,428.2% | +813.8% |
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