-39.0%
U vs MPC
+1,333.2%
-1,372.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.8% | +5.4% | -9.3% | -5.1% |
| 30D | +17.5% | +31.0% | -13.5% | +9.8% |
| 3M | +38.7% | +46.0% | -7.3% | +25.8% |
| 6M | +104.4% | +77.3% | +27.1% | +75.1% |
| YTD | -5.7% | +141.9% | -147.6% | -26.2% |
| 1Y | +3.7% | +120.9% | -117.2% | -16.8% |
| 3Y | +12.3% | +182.7% | -170.4% | -17.6% |
| 5Y | -68.8% | +646.4% | -715.3% | -80.0% |
| All | -39.0% | +1,333.2% | -1,372.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling