+62.4%
MSFT vs MPC
+600.5%
-538.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | +11.2% | -12.5% | -2.4% |
| 30D | -1.8% | -14.5% | +12.7% | -0.3% |
| 3M | +5.6% | +16.7% | -11.0% | +3.3% |
| 6M | +29.8% | +67.6% | -37.7% | +21.2% |
| YTD | +9.0% | +157.9% | -148.9% | -4.7% |
| 1Y | +4.9% | +116.7% | -111.7% | -5.8% |
| 3Y | +46.2% | +199.8% | -153.5% | +21.7% |
| All | +62.4% | +600.5% | -538.1% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling