+2,773.3%
MSFT vs MPC
+2,885.5%
-112.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.8% |
| 7D | +1.1% | -12.8% | +13.9% | +3.8% |
| 30D | +1.3% | -12.7% | +14.0% | +3.8% |
| 3M | +10.2% | +27.1% | -16.9% | +3.9% |
| 6M | +30.8% | +45.8% | -15.0% | +19.3% |
| YTD | +11.5% | +134.7% | -123.2% | -9.0% |
| 1Y | +6.5% | +106.0% | -99.5% | -10.7% |
| 3Y | +55.5% | +165.5% | -110.0% | +20.2% |
| 5Y | +66.2% | +540.9% | -474.7% | +1.7% |
| 10Y | +928.0% | +1,133.6% | -205.6% | +386.9% |
| All | +2,773.3% | +2,885.5% | -112.2% | +892.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling