+180.6%
MPC vs USB
+95.2%
+85.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | +31.0% | -1.3% | +32.3% | +31.6% |
| 3M | +46.0% | +15.2% | +30.8% | +38.5% |
| 6M | +77.3% | +18.8% | +58.5% | +65.2% |
| YTD | +141.9% | +21.0% | +120.9% | +123.6% |
| 1Y | +120.9% | +34.0% | +86.9% | +95.3% |
| All | +180.6% | +95.2% | +85.5% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling