-22.7%
U vs MPC
+1,428.1%
-1,450.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.1% |
| 7D | +2.6% | +11.2% | -8.7% | +0.2% |
| 30D | +27.6% | -14.5% | +42.1% | +31.6% |
| 3M | +15.3% | +16.7% | -1.3% | +10.0% |
| 6M | +96.4% | +67.6% | +28.8% | +70.5% |
| YTD | +19.6% | +157.9% | -138.4% | -8.7% |
| 1Y | +42.1% | +116.7% | -74.5% | +13.8% |
| 3Y | +87.5% | +199.8% | -112.2% | +34.8% |
| 5Y | -73.1% | +604.4% | -677.6% | -83.1% |
| All | -22.7% | +1,428.1% | -1,450.8% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling