+966.6%
MPC vs ROIV
+264.1%
+702.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.2% | -8.4% |
| 7D | -10.9% | +3.0% | -13.9% | -11.0% |
| 30D | -9.4% | +6.8% | -16.3% | -9.7% |
| 3M | +26.0% | +10.5% | +15.4% | +25.1% |
| 6M | +56.5% | +34.8% | +21.7% | +53.6% |
| YTD | +144.3% | +76.2% | +68.1% | +135.3% |
| 1Y | +117.2% | +92.4% | +24.8% | +108.1% |
| 3Y | +176.3% | +312.0% | -135.7% | +152.2% |
| 5Y | +590.5% | +388.3% | +202.2% | +492.4% |
| All | +966.6% | +264.1% | +702.5% | +810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling