+43.2%
TER vs MPC
+122.9%
-79.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -8.1% | +1.3% | -6.6% |
| 7D | -19.9% | -10.9% | -9.0% | -19.7% |
| 30D | -43.5% | -9.4% | -34.1% | -43.5% |
| 3M | -37.8% | +26.0% | -63.7% | -37.7% |
| 6M | -25.6% | +56.5% | -82.1% | -24.2% |
| YTD | +29.8% | +144.3% | -114.4% | +11.0% |
| 1Y | +43.2% | +117.2% | -74.1% | +26.3% |
| All | +43.2% | +122.9% | -79.7% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling