+1,001.8%
TER vs MPC
+1,165.8%
-163.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.6% | +8.1% | +11.2% |
| 7D | -5.8% | -9.4% | +3.7% | -2.3% |
| 30D | -38.9% | -14.3% | -24.6% | -35.7% |
| 3M | -35.1% | +31.1% | -66.2% | -41.2% |
| 6M | -31.6% | +60.3% | -91.8% | -42.3% |
| YTD | +27.2% | +142.5% | -115.3% | -8.8% |
| 1Y | +35.2% | +104.6% | -69.4% | +2.8% |
| 3Y | +192.8% | +191.7% | +1.1% | +92.1% |
| 5Y | +72.4% | +549.2% | -476.8% | -17.0% |
| 10Y | +1,001.8% | +1,106.2% | -104.4% | +342.1% |
| All | +1,001.8% | +1,165.8% | -163.9% | +342.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling