+63.7%
T vs MPC
+184.9%
-121.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -8.8% | +11.4% | +3.0% |
| 30D | -1.1% | -14.4% | +13.3% | -0.4% |
| 3M | -7.7% | +21.9% | -29.7% | -8.6% |
| 6M | -10.6% | +60.1% | -70.8% | -12.6% |
| YTD | -7.5% | +142.3% | -149.8% | -11.1% |
| 1Y | -7.4% | +101.7% | -109.1% | -10.6% |
| All | +63.7% | +184.9% | -121.2% | +53.1% |
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