+96.2%
QQQ vs MPC
+176.9%
-80.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +1.5% | +3.9% | -2.3% | +1.0% |
| 30D | -0.6% | +33.8% | -34.4% | -4.7% |
| 3M | +0.4% | +49.9% | -49.4% | -5.4% |
| 6M | +20.1% | +80.9% | -60.9% | +8.9% |
| YTD | +17.2% | +147.4% | -130.2% | -0.6% |
| 1Y | +24.7% | +123.2% | -98.5% | +7.9% |
| 3Y | +96.2% | +171.7% | -75.6% | +56.4% |
| All | +96.2% | +176.9% | -80.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling