+1,106.2%
MPC vs ROST
+324.5%
+781.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.4% |
| 7D | -9.4% | +2.8% | -12.2% | -10.9% |
| 30D | -14.3% | +6.6% | -20.9% | -17.3% |
| 3M | +31.1% | -7.0% | +38.1% | +34.6% |
| 6M | +60.3% | +5.4% | +54.9% | +52.8% |
| YTD | +142.5% | +32.4% | +110.2% | +103.8% |
| 1Y | +104.6% | +48.4% | +56.2% | +61.6% |
| 3Y | +191.7% | +99.5% | +92.2% | +89.7% |
| 5Y | +549.2% | +109.9% | +439.3% | +286.3% |
| 10Y | +1,106.2% | +315.5% | +790.7% | +448.0% |
| All | +1,106.2% | +324.5% | +781.7% | +448.0% |
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