+78.8%
U vs MPC
+184.9%
-106.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | -8.8% | +33.2% | +26.6% |
| 30D | +7.4% | -14.4% | +21.8% | +10.6% |
| 3M | +16.8% | +21.9% | -5.1% | +9.0% |
| 6M | +78.8% | +60.1% | +18.6% | +53.2% |
| YTD | +14.0% | +142.3% | -128.3% | -17.1% |
| 1Y | +16.7% | +101.7% | -85.0% | -8.6% |
| All | +78.8% | +184.9% | -106.1% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling