+47.6%
MSFT vs MPC
+188.2%
-140.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -8.8% | +11.2% | +2.8% |
| 30D | -0.4% | -14.4% | +14.0% | +0.4% |
| 3M | +5.6% | +21.9% | -16.4% | +3.5% |
| 6M | +29.0% | +60.1% | -31.2% | +23.6% |
| YTD | +10.9% | +142.3% | -131.4% | +1.4% |
| 1Y | +6.2% | +101.7% | -95.5% | -0.5% |
| 3Y | +47.6% | +184.8% | -137.2% | +34.2% |
| All | +47.6% | +188.2% | -140.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling