+596.5%
MPC vs S
-52.7%
+649.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -16.2% | -13.4% | -2.7% | -15.6% |
| 30D | -15.7% | -14.0% | -1.7% | -15.2% |
| 3M | +24.9% | +4.9% | +20.0% | +24.2% |
| 6M | +52.7% | +42.0% | +10.6% | +49.3% |
| YTD | +131.9% | +45.1% | +86.7% | +126.0% |
| 1Y | +96.6% | +33.1% | +63.6% | +92.4% |
| 3Y | +163.8% | +40.6% | +123.1% | +154.7% |
| 5Y | +533.1% | -67.5% | +600.6% | +532.4% |
| All | +596.5% | -52.7% | +649.2% | +599.3% |
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