+1,171.8%
MPC vs AA
+42.1%
+1,129.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | +11.2% | +0.5% | +10.7% | +11.0% |
| 30D | -14.5% | -0.6% | -13.9% | -14.6% |
| 3M | +16.7% | -19.7% | +36.3% | +24.1% |
| 6M | +67.6% | -41.6% | +109.1% | +94.0% |
| YTD | +157.9% | -24.6% | +182.6% | +168.7% |
| 1Y | +116.7% | +4.9% | +111.8% | +99.9% |
| 3Y | +199.8% | +66.8% | +132.9% | +114.4% |
| 5Y | +604.4% | -19.4% | +623.8% | +485.3% |
| All | +1,171.8% | +42.1% | +1,129.6% | +500.8% |
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