+387.7%
V vs MPC
+1,131.7%
-744.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | +5.4% | -7.2% | -3.1% |
| 30D | +2.0% | +31.0% | -29.0% | -5.1% |
| 3M | +17.4% | +46.0% | -28.7% | +5.9% |
| 6M | +17.5% | +77.3% | -59.8% | +0.1% |
| YTD | +7.6% | +141.9% | -134.3% | -16.1% |
| 1Y | +7.7% | +120.9% | -113.2% | -14.3% |
| 3Y | +54.7% | +182.7% | -128.0% | +11.5% |
| 5Y | +73.0% | +646.4% | -573.4% | -9.3% |
| All | +387.7% | +1,131.7% | -744.0% | +98.7% |
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