+47.4%
TER vs MPC
+113.7%
-66.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +14.4% | +11.2% | +3.1% | +13.0% |
| 30D | -30.6% | -14.5% | -16.1% | -31.1% |
| 3M | -39.2% | +16.7% | -55.9% | -39.6% |
| 6M | -31.3% | +67.6% | -98.8% | -30.3% |
| YTD | +29.1% | +157.9% | -128.8% | +7.2% |
| 1Y | +47.4% | +116.7% | -69.2% | +31.7% |
| All | +47.4% | +113.7% | -66.3% | +31.7% |
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 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