+3,101.0%
MPC vs ROP
+447.4%
+2,653.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +2.6% |
| 7D | +5.4% | -4.4% | +9.9% | +8.4% |
| 30D | +31.0% | +3.2% | +27.7% | +27.9% |
| 3M | +46.0% | +23.1% | +23.0% | +25.6% |
| 6M | +77.3% | +13.3% | +64.0% | +59.9% |
| YTD | +141.9% | -7.9% | +149.8% | +147.9% |
| 1Y | +120.9% | -22.1% | +143.0% | +152.2% |
| 3Y | +182.7% | -16.8% | +199.5% | +199.7% |
| 5Y | +646.4% | -13.5% | +660.0% | +640.0% |
| 10Y | +1,138.7% | +137.7% | +1,001.0% | +442.1% |
| All | +3,101.0% | +447.4% | +2,653.6% | +519.6% |
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