+9,237.5%
MU vs MPC
+2,885.5%
+6,352.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.9% | -13.5% | -15.9% |
| 7D | -29.7% | -12.8% | -17.0% | -25.6% |
| 30D | -37.2% | -12.7% | -24.5% | -33.9% |
| 3M | -26.5% | +27.1% | -53.6% | -33.9% |
| 6M | +2.6% | +45.8% | -43.2% | -13.5% |
| YTD | +130.1% | +134.7% | -4.6% | +56.4% |
| 1Y | +176.7% | +106.0% | +70.6% | +98.5% |
| 3Y | +813.1% | +165.5% | +647.6% | +480.3% |
| 5Y | +822.0% | +540.9% | +281.1% | +291.6% |
| 10Y | +3,936.2% | +1,133.6% | +2,802.5% | +1,079.9% |
| All | +9,237.5% | +2,885.5% | +6,352.0% | +1,554.2% |
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