+120.9%
MPC vs AA
+63.2%
+57.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +31.0% | +5.0% | +26.0% | +30.3% |
| 3M | +46.0% | -35.8% | +81.9% | +52.1% |
| 6M | +77.3% | -18.4% | +95.7% | +79.7% |
| YTD | +141.9% | -5.5% | +147.4% | +140.6% |
| 1Y | +120.9% | +61.0% | +60.0% | +113.5% |
| All | +120.9% | +63.2% | +57.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling