+642.2%
MPC vs ROP
-13.6%
+655.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.1% |
| 7D | +5.4% | -4.4% | +9.9% | +6.5% |
| 30D | +31.0% | +3.2% | +27.7% | +29.9% |
| 3M | +46.0% | +23.1% | +23.0% | +38.2% |
| 6M | +77.3% | +13.3% | +64.0% | +71.0% |
| YTD | +141.9% | -7.9% | +149.8% | +145.7% |
| 1Y | +120.9% | -22.1% | +143.0% | +135.5% |
| 3Y | +182.7% | -16.8% | +199.5% | +194.8% |
| All | +642.2% | -13.6% | +655.8% | +641.9% |
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