+72.2%
V vs MPC
+645.9%
-573.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | +5.4% | -7.2% | -2.6% |
| 30D | +2.0% | +31.0% | -29.0% | -2.8% |
| 3M | +17.4% | +46.0% | -28.7% | +9.5% |
| 6M | +17.5% | +77.3% | -59.8% | +5.3% |
| YTD | +7.6% | +141.9% | -134.3% | -9.6% |
| 1Y | +7.7% | +120.9% | -113.2% | -8.2% |
| 3Y | +54.7% | +182.7% | -128.0% | +21.0% |
| All | +72.2% | +645.9% | -573.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling