+42.1%
U vs MPC
+113.7%
-71.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.3% |
| 7D | +2.6% | +11.2% | -8.7% | +3.9% |
| 30D | +27.6% | -14.5% | +42.1% | +27.5% |
| 3M | +15.3% | +16.7% | -1.3% | +15.7% |
| 6M | +96.4% | +67.6% | +28.8% | +100.4% |
| YTD | +19.6% | +157.9% | -138.4% | +27.1% |
| 1Y | +42.1% | +116.7% | -74.5% | +56.8% |
| All | +42.1% | +113.7% | -71.6% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling