+455.4%
V vs MPC
+1,104.1%
-648.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.8% | -8.8% | +9.6% | +2.9% |
| 30D | +9.9% | -14.4% | +24.3% | +13.8% |
| 3M | +17.5% | +21.9% | -4.4% | +10.7% |
| 6M | +33.5% | +60.1% | -26.7% | +16.6% |
| YTD | +21.6% | +142.3% | -120.8% | -5.9% |
| 1Y | +27.6% | +101.7% | -74.1% | +3.6% |
| 3Y | +76.4% | +184.8% | -108.4% | +26.2% |
| 5Y | +103.8% | +564.6% | -460.8% | +9.8% |
| All | +455.4% | +1,104.1% | -648.7% | +131.0% |
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