+642.2%
MPC vs USB
+40.0%
+602.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +1.4% | +4.0% | +4.8% |
| 30D | +31.0% | -1.3% | +32.3% | +31.6% |
| 3M | +46.0% | +15.2% | +30.8% | +37.9% |
| 6M | +77.3% | +18.8% | +58.5% | +64.3% |
| YTD | +141.9% | +21.0% | +120.9% | +122.3% |
| 1Y | +120.9% | +34.0% | +86.9% | +94.1% |
| 3Y | +182.7% | +95.3% | +87.4% | +110.4% |
| All | +642.2% | +40.0% | +602.2% | +497.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling