+1,079.5%
MPC vs ROP
+195.2%
+884.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.4% |
| 7D | -16.2% | +2.1% | -18.3% | -17.4% |
| 30D | -15.7% | +32.9% | -48.6% | -28.6% |
| 3M | +24.9% | +20.0% | +4.9% | +11.5% |
| 6M | +52.7% | +36.4% | +16.2% | +24.7% |
| YTD | +131.9% | +7.8% | +124.0% | +116.2% |
| 1Y | +96.6% | +8.0% | +88.7% | +82.8% |
| 3Y | +163.8% | -3.5% | +167.3% | +155.9% |
| 5Y | +533.1% | +1.5% | +531.7% | +472.9% |
| All | +1,079.5% | +195.2% | +884.2% | +363.2% |
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