+564.6%
MPC vs ROP
+0.5%
+564.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -8.8% | +0.2% | -9.0% | -9.0% |
| 30D | -14.4% | +30.3% | -44.7% | -19.3% |
| 3M | +21.9% | +17.8% | +4.2% | +17.2% |
| 6M | +60.1% | +38.9% | +21.2% | +47.2% |
| YTD | +142.3% | +7.6% | +134.7% | +137.3% |
| 1Y | +101.7% | +6.5% | +95.2% | +98.0% |
| 3Y | +184.8% | -6.3% | +191.1% | +189.5% |
| 5Y | +564.6% | +0.9% | +563.7% | +537.3% |
| All | +564.6% | +0.5% | +564.1% | +537.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling