-28.6%
U vs MPC
+1,290.5%
-1,319.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -3.9% | +18.8% | +15.8% |
| 7D | +24.3% | -12.8% | +37.0% | +27.6% |
| 30D | +8.6% | -12.7% | +21.3% | +11.1% |
| 3M | +37.6% | +27.1% | +10.5% | +28.2% |
| 6M | +78.5% | +45.8% | +32.7% | +59.9% |
| YTD | +10.5% | +134.7% | -124.2% | -13.9% |
| 1Y | +15.2% | +106.0% | -90.8% | -7.0% |
| 3Y | +76.6% | +165.5% | -88.9% | +30.4% |
| 5Y | -67.9% | +540.9% | -608.8% | -79.4% |
| All | -28.6% | +1,290.5% | -1,319.1% | -49.6% |
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