+1,537.6%
TER vs MPC
+2,885.5%
-1,347.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -13.9% |
| 7D | -28.2% | -12.8% | -15.4% | -24.8% |
| 30D | -50.6% | -12.7% | -37.8% | -48.5% |
| 3M | -45.3% | +27.1% | -72.4% | -49.9% |
| 6M | -40.4% | +45.8% | -86.2% | -48.2% |
| YTD | +10.0% | +134.7% | -124.7% | -19.9% |
| 1Y | +13.6% | +106.0% | -92.4% | -13.7% |
| 3Y | +145.2% | +165.5% | -20.3% | +67.3% |
| 5Y | +50.4% | +540.9% | -490.6% | -26.2% |
| 10Y | +882.9% | +1,133.6% | -250.7% | +248.4% |
| All | +1,537.6% | +2,885.5% | -1,347.9% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling