+671.5%
MPC vs S
-51.5%
+723.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.3% | +8.8% | +2.8% |
| 7D | +9.4% | +4.1% | +5.4% | +9.2% |
| 30D | -13.4% | -7.2% | -6.3% | -13.2% |
| 3M | +18.9% | 0.0% | +18.9% | +18.5% |
| 6M | +64.9% | +41.6% | +23.3% | +61.3% |
| YTD | +156.8% | +48.6% | +108.2% | +149.9% |
| 1Y | +113.2% | +30.0% | +83.1% | +108.8% |
| 3Y | +201.8% | +42.2% | +159.7% | +191.2% |
| 5Y | +601.4% | -70.8% | +672.1% | +602.7% |
| All | +671.5% | -51.5% | +723.0% | +673.5% |
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