+571.7%
QQQ vs MPC
+1,153.9%
-582.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.0% | +3.2% | -2.2% | +0.3% |
| 30D | -0.6% | +25.0% | -25.7% | -5.2% |
| 3M | +1.3% | +55.2% | -53.8% | -7.9% |
| 6M | +18.1% | +86.4% | -68.3% | +2.6% |
| YTD | +16.9% | +148.5% | -131.6% | -5.1% |
| 1Y | +24.0% | +121.7% | -97.7% | +3.0% |
| 3Y | +95.6% | +172.9% | -77.3% | +52.0% |
| 5Y | +94.5% | +679.9% | -585.4% | +17.0% |
| 10Y | +571.7% | +1,174.7% | -603.0% | +251.9% |
| All | +571.7% | +1,153.9% | -582.2% | +251.9% |
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