+52.3%
MSFT vs MPC
+160.2%
-107.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.7% | -16.2% | +17.9% | +2.6% |
| 30D | +0.2% | -15.7% | +15.9% | +1.0% |
| 3M | +6.4% | +24.9% | -18.5% | +3.9% |
| 6M | +28.7% | +52.7% | -24.0% | +23.7% |
| YTD | +10.4% | +131.9% | -121.4% | +1.2% |
| 1Y | +7.6% | +96.6% | -89.0% | +0.7% |
| 3Y | +52.3% | +163.8% | -111.5% | +38.1% |
| All | +52.3% | +160.2% | -107.9% | +38.1% |
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