+94.4%
QQQ vs MPC
+655.4%
-561.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | +1.5% | +3.9% | -2.3% | +0.8% |
| 30D | -0.6% | +33.8% | -34.4% | -5.8% |
| 3M | +0.4% | +49.9% | -49.4% | -6.9% |
| 6M | +20.1% | +80.9% | -60.9% | +6.7% |
| YTD | +17.2% | +147.4% | -130.2% | -3.0% |
| 1Y | +24.7% | +123.2% | -98.5% | +5.3% |
| 3Y | +96.2% | +171.7% | -75.6% | +54.0% |
| 5Y | +94.4% | +678.6% | -584.2% | +14.6% |
| All | +94.4% | +655.4% | -561.0% | +14.6% |
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