-68.4%
U vs MPC
+527.1%
-595.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.8% |
| 7D | +36.6% | -16.2% | +52.8% | +43.0% |
| 30D | +13.3% | -15.7% | +29.0% | +17.9% |
| 3M | +26.2% | +24.9% | +1.3% | +15.4% |
| 6M | +88.7% | +52.7% | +36.1% | +60.4% |
| YTD | +16.6% | +131.9% | -115.3% | -16.5% |
| 1Y | +29.0% | +96.6% | -67.7% | -1.6% |
| 3Y | +99.5% | +163.8% | -64.3% | +30.2% |
| All | -68.4% | +527.1% | -595.6% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling