-24.8%
U vs MPC
+1,336.8%
-1,361.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.1% |
| 7D | +32.3% | -9.4% | +41.7% | +34.8% |
| 30D | +9.7% | -14.3% | +24.0% | +12.9% |
| 3M | +19.6% | +31.1% | -11.5% | +10.7% |
| 6M | +82.6% | +60.3% | +22.4% | +59.9% |
| YTD | +16.4% | +142.5% | -126.1% | -9.9% |
| 1Y | +28.5% | +104.6% | -76.1% | +4.2% |
| 3Y | +103.8% | +191.7% | -87.9% | +47.3% |
| 5Y | -70.0% | +549.2% | -619.2% | -80.9% |
| All | -24.8% | +1,336.8% | -1,361.6% | -47.3% |
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 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