+582.3%
MPC vs ROL
+14.4%
+567.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | -12.2% | +20.6% | -32.8% | -13.6% |
| 3M | +20.1% | +4.5% | +15.6% | +19.6% |
| 6M | +60.6% | -26.5% | +87.1% | +65.4% |
| YTD | +150.6% | -34.8% | +185.4% | +161.7% |
| 1Y | +104.7% | -33.2% | +137.8% | +113.1% |
| 3Y | +194.5% | +4.5% | +190.0% | +183.7% |
| 5Y | +582.3% | +15.5% | +566.7% | +548.8% |
| All | +582.3% | +14.4% | +567.8% | +548.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling