+642.2%
MPC vs ROIV
+250.7%
+391.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +5.4% | +0.6% | +4.8% | +5.4% |
| 30D | +31.0% | +1.0% | +30.0% | +30.9% |
| 3M | +46.0% | +18.3% | +27.7% | +44.6% |
| 6M | +77.3% | +18.3% | +59.0% | +75.3% |
| YTD | +141.9% | +61.0% | +80.9% | +134.3% |
| 1Y | +120.9% | +177.9% | -57.0% | +106.7% |
| 3Y | +182.7% | +199.1% | -16.4% | +161.3% |
| All | +642.2% | +250.7% | +391.5% | +548.2% |
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