+3,005.7%
MPC vs AA
+17.3%
+2,988.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -2.1% |
| 7D | -12.8% | -3.7% | -9.1% | -11.8% |
| 30D | -12.7% | -10.8% | -2.0% | -9.7% |
| 3M | +27.1% | -19.1% | +46.1% | +35.0% |
| 6M | +45.8% | -38.7% | +84.5% | +67.0% |
| YTD | +134.7% | -27.1% | +161.8% | +148.0% |
| 1Y | +106.0% | +8.3% | +97.7% | +87.1% |
| 3Y | +165.5% | +49.6% | +115.9% | +96.0% |
| 5Y | +540.9% | -15.5% | +556.4% | +417.1% |
| 10Y | +1,133.6% | +60.9% | +1,072.8% | +470.0% |
| All | +3,005.7% | +17.3% | +2,988.4% | +1,612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling