+1,314.3%
QQQ vs MPC
+2,982.2%
-1,667.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.5% | -8.8% | +7.3% | +0.4% |
| 30D | -10.2% | -14.4% | +4.2% | -7.4% |
| 3M | -6.3% | +21.9% | -28.2% | -10.9% |
| 6M | -4.9% | +60.1% | -65.1% | -15.2% |
| YTD | +10.2% | +142.3% | -132.1% | -11.4% |
| 1Y | +8.8% | +101.7% | -92.9% | -8.8% |
| 3Y | +81.4% | +184.8% | -103.4% | +37.5% |
| 5Y | +78.5% | +564.6% | -486.1% | +8.7% |
| 10Y | +523.8% | +1,098.3% | -574.5% | +201.5% |
| All | +1,314.3% | +2,982.2% | -1,667.9% | +375.1% |
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