+184.8%
MPC vs ROP
-5.2%
+190.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -8.8% | +0.2% | -9.0% | -8.9% |
| 30D | -14.4% | +30.3% | -44.7% | -18.4% |
| 3M | +21.9% | +17.8% | +4.2% | +18.0% |
| 6M | +60.1% | +38.9% | +21.2% | +48.9% |
| YTD | +142.3% | +7.6% | +134.7% | +139.3% |
| 1Y | +101.7% | +6.5% | +95.2% | +99.7% |
| 3Y | +184.8% | -6.3% | +191.1% | +188.4% |
| All | +184.8% | -5.2% | +190.0% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling