+938.2%
MU vs MPC
+600.5%
+337.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | +12.8% | +11.2% | +1.6% | +8.9% |
| 30D | -14.9% | -14.5% | -0.4% | -10.5% |
| 3M | -18.0% | +16.7% | -34.7% | -22.7% |
| 6M | -3.1% | +67.6% | -70.7% | -19.9% |
| YTD | +172.9% | +157.9% | +15.0% | +86.5% |
| 1Y | +228.8% | +116.7% | +112.2% | +142.5% |
| 3Y | +950.8% | +199.8% | +751.1% | +561.8% |
| All | +938.2% | +600.5% | +337.8% | +358.3% |
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 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