+1,135.3%
MPC vs AA
+48.4%
+1,086.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.8% | +2.6% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -12.2% | -1.3% | -10.9% | -12.2% |
| 3M | +20.1% | -23.9% | +44.0% | +29.8% |
| 6M | +60.6% | -36.8% | +97.4% | +81.2% |
| YTD | +150.6% | -22.2% | +172.7% | +158.4% |
| 1Y | +104.7% | +10.4% | +94.3% | +85.4% |
| 3Y | +194.5% | +72.0% | +122.5% | +108.7% |
| 5Y | +582.3% | -15.6% | +597.9% | +457.9% |
| 10Y | +1,135.3% | +47.8% | +1,087.5% | +477.3% |
| All | +1,135.3% | +48.4% | +1,086.9% | +477.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling