+1,171.8%
MPC vs ROP
+185.2%
+986.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +11.2% | +0.7% | +10.5% | +10.8% |
| 30D | -14.5% | +28.8% | -43.3% | -26.3% |
| 3M | +16.7% | +21.1% | -4.4% | +3.7% |
| 6M | +67.6% | +52.5% | +15.0% | +28.4% |
| YTD | +157.9% | +8.9% | +149.1% | +139.2% |
| 1Y | +116.7% | +8.2% | +108.4% | +101.5% |
| 3Y | +199.8% | -5.2% | +204.9% | +194.8% |
| 5Y | +604.4% | +1.7% | +602.7% | +538.1% |
| All | +1,171.8% | +185.2% | +986.6% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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