+1,116.6%
MPC vs ROST
+308.6%
+808.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | +31.0% | -8.9% | +39.9% | +36.7% |
| 3M | +46.0% | -0.8% | +46.8% | +45.3% |
| 6M | +77.3% | +8.5% | +68.8% | +66.5% |
| YTD | +141.9% | +28.6% | +113.3% | +107.4% |
| 1Y | +120.9% | +52.3% | +68.6% | +72.4% |
| 3Y | +182.7% | +94.8% | +87.8% | +86.4% |
| 5Y | +646.4% | +110.8% | +535.7% | +340.9% |
| All | +1,116.6% | +308.6% | +808.0% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling