+184.8%
MPC vs AA
+67.2%
+117.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.7% |
| 7D | -8.8% | +1.2% | -10.1% | -9.1% |
| 30D | -14.4% | -5.0% | -9.4% | -13.8% |
| 3M | +21.9% | -22.2% | +44.2% | +26.8% |
| 6M | +60.1% | -36.3% | +96.5% | +71.4% |
| YTD | +142.3% | -24.2% | +166.5% | +147.1% |
| 1Y | +101.7% | +3.9% | +97.8% | +90.7% |
| 3Y | +184.8% | +67.6% | +117.2% | +130.0% |
| All | +184.8% | +67.2% | +117.6% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling