-7.4%
T vs MPC
+107.1%
-114.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +1.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.7% |
| 30D | -1.0% | -12.2% | +11.2% | -0.1% |
| 3M | -8.1% | +20.1% | -28.2% | -9.4% |
| 6M | -8.3% | +60.6% | -68.9% | -11.9% |
| YTD | -6.1% | +150.6% | -156.7% | -14.1% |
| 1Y | -7.4% | +104.7% | -112.0% | -14.9% |
| All | -7.4% | +107.1% | -114.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling