+72.4%
TER vs MPC
+563.2%
-490.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.6% | +8.1% | +11.3% |
| 7D | -5.8% | -9.4% | +3.7% | -2.8% |
| 30D | -38.9% | -14.3% | -24.6% | -36.2% |
| 3M | -35.1% | +31.1% | -66.2% | -40.6% |
| 6M | -31.6% | +60.3% | -91.8% | -41.3% |
| YTD | +27.2% | +142.5% | -115.3% | -7.7% |
| 1Y | +35.2% | +104.6% | -69.4% | +4.2% |
| 3Y | +192.8% | +191.7% | +1.1% | +92.5% |
| 5Y | +72.4% | +549.2% | -476.8% | -15.7% |
| All | +72.4% | +563.2% | -490.8% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling