+77.6%
V vs MPC
+163.4%
-85.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.8% |
| 7D | +2.9% | -12.8% | +15.7% | +4.2% |
| 30D | +14.0% | -12.7% | +26.7% | +15.2% |
| 3M | +14.9% | +27.1% | -12.2% | +11.1% |
| 6M | +31.7% | +45.8% | -14.0% | +25.1% |
| YTD | +21.2% | +134.7% | -113.5% | +7.1% |
| 1Y | +25.3% | +106.0% | -80.8% | +12.7% |
| All | +77.6% | +163.4% | -85.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling