+1,405.4%
QQQ vs MPC
+2,977.1%
-1,571.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | +5.4% | -5.1% | -0.8% |
| 30D | +0.2% | +31.0% | -30.7% | -5.7% |
| 3M | -2.8% | +46.0% | -48.8% | -11.0% |
| 6M | +18.0% | +77.3% | -59.3% | +2.8% |
| YTD | +17.3% | +141.9% | -124.6% | -5.1% |
| 1Y | +25.6% | +120.9% | -95.3% | +3.4% |
| 3Y | +93.7% | +182.7% | -89.0% | +47.7% |
| 5Y | +94.2% | +646.4% | -552.3% | +15.5% |
| 10Y | +557.9% | +1,138.7% | -580.9% | +216.3% |
| All | +1,405.4% | +2,977.1% | -1,571.7% | +408.5% |
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