+61.8%
MSFT vs MPC
+603.7%
-541.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -2.4% | +9.4% | -11.8% | -3.3% |
| 30D | -3.8% | -13.4% | +9.7% | -2.4% |
| 3M | +6.4% | +18.9% | -12.5% | +3.8% |
| 6M | +28.8% | +64.9% | -36.1% | +20.5% |
| YTD | +8.8% | +156.8% | -148.0% | -4.8% |
| 1Y | +3.2% | +113.2% | -110.0% | -7.2% |
| 3Y | +44.8% | +201.8% | -157.0% | +20.3% |
| 5Y | +61.8% | +601.4% | -539.5% | +12.8% |
| All | +61.8% | +603.7% | -541.9% | +12.8% |
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