+55.5%
T vs MPC
+1,096.9%
-1,041.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.0% | -16.2% | +17.2% | +4.2% |
| 30D | -10.6% | -15.7% | +5.1% | -8.0% |
| 3M | -7.7% | +24.9% | -32.6% | -11.8% |
| 6M | -13.3% | +52.7% | -66.0% | -20.4% |
| YTD | -8.8% | +131.9% | -140.6% | -22.9% |
| 1Y | -8.4% | +96.6% | -105.0% | -20.3% |
| 3Y | +59.6% | +163.8% | -104.1% | +27.9% |
| 5Y | +52.1% | +533.1% | -481.0% | -2.0% |
| All | +55.5% | +1,096.9% | -1,041.3% | -17.2% |
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