+199.8%
MPC vs AA
+67.6%
+132.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +11.2% | +0.5% | +10.7% | +11.1% |
| 30D | -14.5% | -0.6% | -13.9% | -14.5% |
| 3M | +16.7% | -19.7% | +36.3% | +20.7% |
| 6M | +67.6% | -41.6% | +109.1% | +82.5% |
| YTD | +157.9% | -24.6% | +182.6% | +163.3% |
| 1Y | +116.7% | +4.9% | +111.8% | +104.5% |
| 3Y | +199.8% | +66.8% | +132.9% | +142.0% |
| All | +199.8% | +67.6% | +132.2% | +142.0% |
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