+922.9%
MSFT vs MPC
+1,105.8%
-182.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -8.8% | +11.2% | +4.0% |
| 30D | -0.4% | -14.4% | +14.0% | +2.3% |
| 3M | +5.6% | +21.9% | -16.4% | +0.8% |
| 6M | +29.0% | +60.1% | -31.2% | +16.3% |
| YTD | +10.9% | +142.3% | -131.4% | -8.9% |
| 1Y | +6.2% | +101.7% | -95.5% | -9.4% |
| 3Y | +47.6% | +184.8% | -137.2% | +14.1% |
| 5Y | +67.9% | +564.6% | -496.7% | +4.1% |
| 10Y | +922.9% | +1,098.3% | -175.5% | +448.9% |
| All | +922.9% | +1,105.8% | -182.9% | +448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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