+808.8%
MU vs MPC
+163.4%
+645.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.9% | -13.5% | -16.1% |
| 7D | -29.7% | -12.8% | -17.0% | -26.4% |
| 30D | -37.2% | -12.7% | -24.5% | -34.6% |
| 3M | -26.5% | +27.1% | -53.6% | -33.0% |
| 6M | +2.6% | +45.8% | -43.2% | -11.6% |
| YTD | +130.1% | +134.7% | -4.6% | +55.5% |
| 1Y | +176.7% | +106.0% | +70.6% | +100.9% |
| All | +808.8% | +163.4% | +645.5% | +466.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling