+238.5%
TER vs MPC
+181.4%
+57.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +5.4% | -4.8% | -0.8% |
| 30D | -8.3% | +31.0% | -39.2% | -14.8% |
| 3M | -12.2% | +46.0% | -58.2% | -20.7% |
| 6M | +17.1% | +77.3% | -60.2% | -2.3% |
| YTD | +84.7% | +141.9% | -57.2% | +36.1% |
| 1Y | +199.9% | +120.9% | +79.0% | +129.0% |
| All | +238.5% | +181.4% | +57.1% | +130.5% |
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