+71.7%
TER vs MPC
+600.5%
-528.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +11.2% | +3.1% | +10.9% |
| 30D | -30.6% | -14.5% | -16.1% | -27.5% |
| 3M | -39.2% | +16.7% | -55.9% | -42.3% |
| 6M | -31.3% | +67.6% | -98.8% | -41.8% |
| YTD | +29.1% | +157.9% | -128.8% | -8.0% |
| 1Y | +47.4% | +116.7% | -69.2% | +11.8% |
| 3Y | +191.2% | +199.8% | -8.5% | +90.3% |
| All | +71.7% | +600.5% | -528.8% | -17.3% |
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