+67.7%
T vs MPC
+645.9%
-578.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +5.4% | -6.7% | -1.8% |
| 30D | +11.4% | +31.0% | -19.6% | +8.4% |
| 3M | +14.3% | +46.0% | -31.7% | +9.9% |
| 6M | -9.3% | +77.3% | -86.6% | -14.6% |
| YTD | +7.1% | +141.9% | -134.8% | -2.5% |
| 1Y | -9.1% | +120.9% | -130.0% | -16.7% |
| 3Y | +105.3% | +182.7% | -77.3% | +78.5% |
| All | +67.7% | +645.9% | -578.3% | +18.0% |
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