+57.0%
T vs MPC
+603.7%
-546.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.6% |
| 7D | +1.6% | +9.4% | -7.8% | +0.8% |
| 30D | -2.9% | -13.4% | +10.5% | -1.7% |
| 3M | -7.5% | +18.9% | -26.4% | -9.2% |
| 6M | -9.9% | +64.9% | -74.8% | -14.4% |
| YTD | -6.4% | +156.8% | -163.3% | -15.2% |
| 1Y | -9.4% | +113.2% | -122.6% | -16.4% |
| 3Y | +64.9% | +201.8% | -137.0% | +43.0% |
| 5Y | +57.0% | +601.4% | -544.4% | +13.9% |
| All | +57.0% | +603.7% | -546.8% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling