+3,005.7%
MPC vs ROP
+559.8%
+2,445.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.7% | -3.8% |
| 7D | -12.8% | +9.2% | -21.9% | -17.7% |
| 30D | -12.7% | +35.5% | -48.2% | -28.6% |
| 3M | +27.1% | +24.4% | +2.6% | +9.2% |
| 6M | +45.8% | +38.0% | +7.8% | +15.3% |
| YTD | +134.7% | +11.1% | +123.6% | +111.5% |
| 1Y | +106.0% | +10.9% | +95.1% | +85.5% |
| 3Y | +165.5% | -0.5% | +165.9% | +149.6% |
| 5Y | +540.9% | +4.5% | +536.4% | +459.0% |
| 10Y | +1,133.6% | +207.5% | +926.2% | +348.9% |
| All | +3,005.7% | +559.8% | +2,445.9% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling