+117.2%
MPC vs ACGL
+28.7%
+88.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.7% | -10.8% | -8.0% |
| 7D | -10.9% | +8.0% | -18.9% | -10.9% |
| 30D | -9.4% | +17.3% | -26.7% | -9.2% |
| 3M | +26.0% | +11.2% | +14.7% | +25.6% |
| 6M | +56.5% | +18.2% | +38.3% | +57.3% |
| YTD | +144.3% | +15.4% | +128.9% | +139.8% |
| 1Y | +117.2% | +26.5% | +90.7% | +115.2% |
| All | +117.2% | +28.7% | +88.5% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling