+4,271.9%
MU vs MPC
+1,165.8%
+3,106.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +4.4% |
| 7D | -12.0% | -9.4% | -2.6% | -8.3% |
| 30D | -28.7% | -14.3% | -14.4% | -24.3% |
| 3M | -16.4% | +31.1% | -47.5% | -25.7% |
| 6M | -1.8% | +60.3% | -62.1% | -20.1% |
| YTD | +157.1% | +142.5% | +14.5% | +72.2% |
| 1Y | +208.5% | +104.6% | +103.9% | +122.3% |
| 3Y | +906.2% | +191.7% | +714.4% | +513.4% |
| 5Y | +893.4% | +549.2% | +344.2% | +315.7% |
| 10Y | +4,271.9% | +1,106.2% | +3,165.6% | +1,308.4% |
| All | +4,271.9% | +1,165.8% | +3,106.1% | +1,308.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling