+99.5%
U vs MPC
+160.2%
-60.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.8% |
| 7D | +36.6% | -16.2% | +52.8% | +41.7% |
| 30D | +13.3% | -15.7% | +29.0% | +16.9% |
| 3M | +26.2% | +24.9% | +1.3% | +16.4% |
| 6M | +88.7% | +52.7% | +36.1% | +63.1% |
| YTD | +16.6% | +131.9% | -115.3% | -14.8% |
| 1Y | +29.0% | +96.6% | -67.7% | +0.7% |
| 3Y | +99.5% | +163.8% | -64.3% | +26.7% |
| All | +99.5% | +160.2% | -60.7% | +26.7% |
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