+540.9%
MPC vs S
-69.2%
+610.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.8% | +4.9% | -3.4% |
| 7D | -12.8% | -16.7% | +3.9% | -11.9% |
| 30D | -12.7% | -17.0% | +4.2% | -12.0% |
| 3M | +27.1% | +2.0% | +25.1% | +26.5% |
| 6M | +45.8% | +35.1% | +10.7% | +42.8% |
| YTD | +134.7% | +42.8% | +91.9% | +128.7% |
| 1Y | +106.0% | +27.7% | +78.3% | +101.8% |
| 3Y | +165.5% | +33.0% | +132.5% | +156.6% |
| 5Y | +540.9% | -68.0% | +608.9% | +547.1% |
| All | +540.9% | -69.2% | +610.1% | +547.1% |
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