+61.4%
T vs MPC
+1,145.2%
-1,083.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +0.8% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | -1.0% | -12.2% | +11.2% | +1.1% |
| 3M | -8.1% | +20.1% | -28.2% | -11.5% |
| 6M | -8.3% | +60.6% | -68.9% | -16.5% |
| YTD | -6.1% | +150.6% | -156.7% | -21.8% |
| 1Y | -7.4% | +104.7% | -112.0% | -19.9% |
| 3Y | +65.4% | +194.5% | -129.0% | +29.8% |
| 5Y | +57.6% | +582.3% | -524.6% | +0.2% |
| 10Y | +61.4% | +1,135.3% | -1,073.9% | -15.6% |
| All | +61.4% | +1,145.2% | -1,083.8% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling