+65.3%
T vs MPC
+1,138.6%
-1,073.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -1.5% | +3.9% | -5.4% | -2.2% |
| 30D | +7.6% | +33.8% | -26.1% | +2.0% |
| 3M | +15.3% | +49.9% | -34.6% | +6.8% |
| 6M | -8.5% | +80.9% | -89.4% | -18.5% |
| YTD | +6.8% | +147.4% | -140.7% | -10.5% |
| 1Y | -7.2% | +123.2% | -130.4% | -21.0% |
| 3Y | +108.2% | +171.7% | -63.5% | +66.7% |
| 5Y | +66.1% | +678.6% | -612.5% | +2.9% |
| 10Y | +65.3% | +1,134.0% | -1,068.7% | -14.6% |
| All | +65.3% | +1,138.6% | -1,073.3% | -14.6% |
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