+826.0%
MPC vs XYZ
+663.2%
+162.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -16.2% | +12.1% | -28.3% | -18.3% |
| 30D | -15.7% | +12.4% | -28.1% | -18.0% |
| 3M | +24.9% | +8.2% | +16.7% | +22.0% |
| 6M | +52.7% | +20.7% | +32.0% | +45.2% |
| YTD | +131.9% | +31.3% | +100.5% | +114.2% |
| 1Y | +96.6% | +20.5% | +76.1% | +84.2% |
| 3Y | +163.8% | +72.6% | +91.2% | +117.2% |
| 5Y | +533.1% | -64.0% | +597.1% | +581.5% |
| 10Y | +1,118.6% | +601.8% | +516.8% | +441.6% |
| All | +826.0% | +663.2% | +162.8% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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