+180.6%
MPC vs ROST
+95.5%
+85.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.4% | +0.9% | +4.5% | +5.3% |
| 30D | +31.0% | -8.9% | +39.9% | +32.5% |
| 3M | +46.0% | -0.8% | +46.8% | +45.8% |
| 6M | +77.3% | +8.5% | +68.8% | +73.1% |
| YTD | +141.9% | +28.6% | +113.3% | +126.3% |
| 1Y | +120.9% | +52.3% | +68.6% | +98.2% |
| All | +180.6% | +95.5% | +85.2% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling