+96.6%
MPC vs S
+31.6%
+65.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -16.2% | -13.4% | -2.7% | -15.8% |
| 30D | -15.7% | -14.0% | -1.7% | -15.3% |
| 3M | +24.9% | +4.9% | +20.0% | +24.4% |
| 6M | +52.7% | +42.0% | +10.6% | +50.5% |
| YTD | +131.9% | +45.1% | +86.7% | +126.2% |
| 1Y | +96.6% | +33.1% | +63.6% | +93.2% |
| All | +96.6% | +31.6% | +65.0% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling