+549.2%
MPC vs S
-66.6%
+615.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +4.2% |
| 7D | -9.4% | +1.6% | -11.0% | -9.5% |
| 30D | -14.3% | -10.5% | -3.8% | -13.9% |
| 3M | +31.1% | +9.9% | +21.2% | +30.1% |
| 6M | +60.3% | +41.8% | +18.5% | +56.6% |
| YTD | +142.5% | +56.8% | +85.7% | +135.2% |
| 1Y | +104.6% | +39.0% | +65.6% | +99.5% |
| 3Y | +191.7% | +53.8% | +137.9% | +180.0% |
| 5Y | +549.2% | -68.6% | +617.8% | +560.4% |
| All | +549.2% | -66.6% | +615.9% | +560.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling