+542.4%
QQQ vs MPC
+1,165.7%
-623.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | +6.4% | +9.4% | -3.1% | +4.4% |
| 30D | -7.5% | -13.4% | +6.0% | -4.9% |
| 3M | -4.8% | +18.9% | -23.7% | -8.7% |
| 6M | -2.5% | +64.9% | -67.4% | -13.0% |
| YTD | +12.4% | +156.8% | -144.4% | -9.8% |
| 1Y | +11.3% | +113.2% | -101.9% | -7.0% |
| 3Y | +85.0% | +201.8% | -116.8% | +40.1% |
| 5Y | +79.6% | +601.4% | -521.7% | +10.3% |
| All | +542.4% | +1,165.7% | -623.3% | +246.2% |
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 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