+3,101.0%
MPC vs USB
+326.0%
+2,775.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | +1.4% | +4.0% | +4.3% |
| 30D | +31.0% | -1.3% | +32.3% | +32.1% |
| 3M | +46.0% | +15.2% | +30.8% | +31.2% |
| 6M | +77.3% | +18.8% | +58.5% | +53.8% |
| YTD | +141.9% | +21.0% | +120.9% | +106.4% |
| 1Y | +120.9% | +34.0% | +86.9% | +73.8% |
| 3Y | +182.7% | +95.3% | +87.4% | +57.4% |
| 5Y | +646.4% | +40.4% | +606.1% | +405.6% |
| 10Y | +1,138.7% | +107.3% | +1,031.4% | +486.8% |
| All | +3,101.0% | +326.0% | +2,775.0% | +716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling