+1,079.5%
MPC vs ROL
+216.1%
+863.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -16.2% | +9.5% | -25.7% | -18.1% |
| 30D | -15.7% | +22.9% | -38.7% | -20.1% |
| 3M | +24.9% | +3.5% | +21.4% | +23.2% |
| 6M | +52.7% | -29.4% | +82.0% | +65.8% |
| YTD | +131.9% | -36.1% | +167.9% | +157.8% |
| 1Y | +96.6% | -34.4% | +131.0% | +116.9% |
| 3Y | +163.8% | +4.0% | +159.8% | +147.3% |
| 5Y | +533.1% | +13.2% | +519.9% | +460.3% |
| All | +1,079.5% | +216.1% | +863.3% | +594.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling