+163.8%
MPC vs AA
+52.9%
+110.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.7% |
| 7D | -16.2% | +0.9% | -17.1% | -16.4% |
| 30D | -15.7% | -6.7% | -9.0% | -14.8% |
| 3M | +24.9% | -16.3% | +41.2% | +28.2% |
| 6M | +52.7% | -37.1% | +89.8% | +63.8% |
| YTD | +131.9% | -25.0% | +156.9% | +137.0% |
| 1Y | +96.6% | +8.6% | +88.1% | +83.7% |
| 3Y | +163.8% | +57.2% | +106.5% | +116.8% |
| All | +163.8% | +52.9% | +110.9% | +116.8% |
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 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