+2,579.1%
MSFT vs MPC
+2,977.1%
-398.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +5.4% | -8.1% | -3.8% |
| 30D | +2.7% | +31.0% | -28.3% | -3.2% |
| 3M | +17.0% | +46.0% | -29.1% | +7.5% |
| 6M | +23.8% | +77.3% | -53.5% | +8.5% |
| YTD | +4.0% | +141.9% | -137.9% | -15.2% |
| 1Y | -0.8% | +120.9% | -121.7% | -17.8% |
| 3Y | +55.6% | +182.7% | -127.1% | +19.1% |
| 5Y | +72.9% | +646.4% | -573.5% | +2.5% |
| 10Y | +875.8% | +1,138.7% | -262.9% | +364.2% |
| All | +2,579.1% | +2,977.1% | -398.0% | +824.9% |
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