+449.7%
V vs MPC
+1,096.9%
-647.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.2% | -16.2% | +18.4% | +6.6% |
| 30D | +13.6% | -15.7% | +29.3% | +18.0% |
| 3M | +14.3% | +24.9% | -10.6% | +7.0% |
| 6M | +33.1% | +52.7% | -19.6% | +17.7% |
| YTD | +21.2% | +131.9% | -110.6% | -5.0% |
| 1Y | +26.4% | +96.6% | -70.2% | +3.3% |
| 3Y | +77.6% | +163.8% | -86.2% | +29.8% |
| 5Y | +102.6% | +533.1% | -430.5% | +10.6% |
| All | +449.7% | +1,096.9% | -647.2% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling