+642.2%
MPC vs AA
+10.5%
+631.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | +5.0% | +26.0% | +29.3% |
| 3M | +46.0% | -35.8% | +81.9% | +59.2% |
| 6M | +77.3% | -18.4% | +95.7% | +81.5% |
| YTD | +141.9% | -5.5% | +147.4% | +138.2% |
| 1Y | +120.9% | +61.0% | +60.0% | +89.7% |
| 3Y | +182.7% | +66.2% | +116.5% | +129.2% |
| All | +642.2% | +10.5% | +631.8% | +528.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling