+540.9%
MPC vs ROIV
+369.5%
+171.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -3.7% |
| 7D | -12.8% | -2.4% | -10.4% | -12.7% |
| 30D | -12.7% | +3.1% | -15.8% | -12.9% |
| 3M | +27.1% | +5.8% | +21.2% | +26.5% |
| 6M | +45.8% | +29.3% | +16.5% | +43.3% |
| YTD | +134.7% | +68.8% | +65.9% | +126.3% |
| 1Y | +106.0% | +81.0% | +25.0% | +97.6% |
| 3Y | +165.5% | +294.6% | -129.1% | +142.0% |
| 5Y | +540.9% | +373.1% | +167.8% | +437.2% |
| All | +540.9% | +369.5% | +171.4% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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