-26.3%
U vs MPC
+1,335.6%
-1,361.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | -8.8% | +33.2% | +26.5% |
| 30D | +7.4% | -14.4% | +21.8% | +10.5% |
| 3M | +16.8% | +21.9% | -5.1% | +10.1% |
| 6M | +78.8% | +60.1% | +18.6% | +56.5% |
| YTD | +14.0% | +142.3% | -128.3% | -11.8% |
| 1Y | +16.7% | +101.7% | -85.0% | -5.0% |
| 3Y | +86.4% | +184.8% | -98.4% | +35.5% |
| 5Y | -71.5% | +564.6% | -636.1% | -81.9% |
| All | -26.3% | +1,335.6% | -1,361.9% | -48.4% |
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