+145.5%
TER vs MPC
+163.4%
-17.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -14.2% |
| 7D | -28.2% | -12.8% | -15.4% | -25.5% |
| 30D | -50.6% | -12.7% | -37.8% | -48.9% |
| 3M | -45.3% | +27.1% | -72.4% | -49.3% |
| 6M | -40.4% | +45.8% | -86.2% | -47.0% |
| YTD | +10.0% | +134.7% | -124.7% | -20.1% |
| 1Y | +13.6% | +106.0% | -92.4% | -13.3% |
| All | +145.5% | +163.4% | -17.9% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling