+107.7%
T vs MPC
+181.4%
-73.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +5.4% | -6.7% | -1.5% |
| 30D | +11.4% | +31.0% | -19.6% | +10.0% |
| 3M | +14.3% | +46.0% | -31.7% | +12.2% |
| 6M | -9.3% | +77.3% | -86.6% | -11.7% |
| YTD | +7.1% | +141.9% | -134.8% | +2.9% |
| 1Y | -9.1% | +120.9% | -130.0% | -12.5% |
| All | +107.7% | +181.4% | -73.6% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling