+1,275.2%
QQQ vs MPC
+2,849.2%
-1,574.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -5.0% | -16.2% | +11.2% | -1.4% |
| 30D | -13.4% | -15.7% | +2.3% | -10.4% |
| 3M | -8.1% | +24.9% | -33.0% | -13.1% |
| 6M | -5.5% | +52.7% | -58.2% | -14.9% |
| YTD | +7.2% | +131.9% | -124.7% | -13.0% |
| 1Y | +7.8% | +96.6% | -88.9% | -9.2% |
| 3Y | +80.7% | +163.8% | -83.0% | +39.4% |
| 5Y | +69.6% | +533.1% | -463.5% | +4.4% |
| 10Y | +517.8% | +1,118.6% | -600.9% | +196.8% |
| All | +1,275.2% | +2,849.2% | -1,574.0% | +366.4% |
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 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