-65.8%
TEAM vs MPC
+603.7%
-669.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | -16.9% | +9.4% | -26.3% | -18.8% |
| 30D | -26.8% | -13.4% | -13.4% | -24.3% |
| 3M | -1.9% | +18.9% | -20.8% | -6.6% |
| 6M | +79.2% | +64.9% | +14.3% | +56.2% |
| YTD | -6.1% | +156.8% | -162.9% | -28.8% |
| 1Y | -2.1% | +113.2% | -115.2% | -21.3% |
| 3Y | -13.6% | +201.8% | -215.4% | -39.9% |
| 5Y | -65.8% | +601.4% | -667.1% | -81.7% |
| All | -65.8% | +603.7% | -669.5% | -81.7% |
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