+58.8%
T vs MPC
+1,105.8%
-1,047.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.6% | -8.8% | +11.4% | +4.2% |
| 30D | -1.1% | -14.4% | +13.3% | +1.5% |
| 3M | -7.7% | +21.9% | -29.7% | -11.4% |
| 6M | -10.6% | +60.1% | -70.8% | -18.7% |
| YTD | -7.5% | +142.3% | -149.8% | -22.5% |
| 1Y | -7.4% | +101.7% | -109.1% | -19.8% |
| 3Y | +63.1% | +184.8% | -121.7% | +28.7% |
| 5Y | +55.2% | +564.6% | -509.4% | -0.9% |
| 10Y | +58.8% | +1,098.3% | -1,039.5% | -16.6% |
| All | +58.8% | +1,105.8% | -1,047.0% | -16.6% |
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