+652.8%
MPC vs S
-48.3%
+701.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | -12.2% | -7.3% | -4.9% | -12.0% |
| 3M | +20.1% | +5.9% | +14.2% | +19.4% |
| 6M | +60.6% | +45.6% | +15.0% | +56.9% |
| YTD | +150.6% | +58.5% | +92.0% | +143.1% |
| 1Y | +104.7% | +37.6% | +67.0% | +99.9% |
| 3Y | +194.5% | +51.7% | +142.8% | +183.2% |
| 5Y | +582.3% | -67.5% | +649.8% | +580.2% |
| All | +652.8% | -48.3% | +701.1% | +652.3% |
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