+178.7%
T vs MPC
+2,885.5%
-2,706.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | +4.3% | -12.8% | +17.1% | +6.5% |
| 30D | -9.7% | -12.7% | +3.1% | -7.8% |
| 3M | -4.3% | +27.1% | -31.4% | -8.3% |
| 6M | -13.7% | +45.8% | -59.4% | -19.4% |
| YTD | -8.0% | +134.7% | -142.7% | -20.9% |
| 1Y | -6.9% | +106.0% | -113.0% | -18.3% |
| 3Y | +59.7% | +165.5% | -105.8% | +31.5% |
| 5Y | +53.4% | +540.9% | -487.5% | +5.7% |
| 10Y | +58.2% | +1,133.6% | -1,075.4% | -9.2% |
| All | +178.7% | +2,885.5% | -2,706.8% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling