+674.8%
MPC vs S
-51.7%
+726.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +11.2% | +2.0% | +9.3% | +11.1% |
| 30D | -14.5% | -2.7% | -11.8% | -14.4% |
| 3M | +16.7% | -6.9% | +23.6% | +16.8% |
| 6M | +67.6% | +38.1% | +29.5% | +64.1% |
| YTD | +157.9% | +48.0% | +109.9% | +151.1% |
| 1Y | +116.7% | +34.5% | +82.2% | +111.8% |
| 3Y | +199.8% | +38.3% | +161.4% | +189.5% |
| 5Y | +604.4% | -70.9% | +675.3% | +606.0% |
| All | +674.8% | -51.7% | +726.6% | +677.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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