+3,106.3%
MPC vs ROST
+1,305.4%
+1,800.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -8.8% | +3.2% | -12.0% | -10.5% |
| 30D | -14.4% | +7.4% | -21.8% | -17.7% |
| 3M | +21.9% | -6.1% | +28.0% | +24.6% |
| 6M | +60.1% | +6.2% | +53.9% | +52.1% |
| YTD | +142.3% | +33.4% | +108.9% | +103.2% |
| 1Y | +101.7% | +48.8% | +52.9% | +59.6% |
| 3Y | +184.8% | +99.5% | +85.2% | +86.9% |
| 5Y | +564.6% | +112.7% | +451.9% | +294.9% |
| 10Y | +1,098.3% | +316.4% | +781.9% | +392.7% |
| All | +3,106.3% | +1,305.4% | +1,800.9% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling