+77.3%
MPC vs AA
-24.4%
+101.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +31.0% | +5.0% | +26.0% | +30.6% |
| 3M | +46.0% | -35.8% | +81.9% | +50.7% |
| 6M | +77.3% | -18.4% | +95.7% | +82.3% |
| All | +77.3% | -24.4% | +101.7% | +82.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling