+822.0%
MU vs MPC
+551.6%
+270.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.9% | -13.5% | -16.2% |
| 7D | -29.7% | -12.8% | -17.0% | -26.4% |
| 30D | -37.2% | -12.7% | -24.5% | -34.5% |
| 3M | -26.5% | +27.1% | -53.6% | -32.8% |
| 6M | +2.6% | +45.8% | -43.2% | -11.2% |
| YTD | +130.1% | +134.7% | -4.6% | +62.1% |
| 1Y | +176.7% | +106.0% | +70.6% | +106.2% |
| 3Y | +813.1% | +165.5% | +647.6% | +497.8% |
| 5Y | +822.0% | +540.9% | +281.1% | +316.5% |
| All | +822.0% | +551.6% | +270.4% | +316.5% |
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