+1,093.9%
MPC vs USB
+93.8%
+1,000.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.5% |
| 7D | -12.8% | -1.5% | -11.3% | -12.1% |
| 30D | -12.7% | +4.3% | -17.0% | -15.6% |
| 3M | +27.1% | -6.1% | +33.1% | +31.6% |
| 6M | +45.8% | +9.4% | +36.4% | +34.7% |
| YTD | +134.7% | +15.2% | +119.5% | +107.1% |
| 1Y | +106.0% | +32.8% | +73.3% | +63.8% |
| 3Y | +165.5% | +91.3% | +74.2% | +54.2% |
| 5Y | +540.9% | +22.7% | +518.2% | +397.7% |
| All | +1,093.9% | +93.8% | +1,000.1% | +523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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