+1,079.5%
MPC vs ACGL
+337.7%
+741.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.7% |
| 7D | -16.2% | +0.9% | -17.1% | -16.9% |
| 30D | -15.7% | +13.7% | -29.4% | -22.8% |
| 3M | +24.9% | +8.0% | +16.9% | +18.1% |
| 6M | +52.7% | +13.3% | +39.4% | +38.7% |
| YTD | +131.9% | +11.8% | +120.0% | +110.2% |
| 1Y | +96.6% | +22.2% | +74.4% | +67.3% |
| 3Y | +163.8% | +32.5% | +131.3% | +99.2% |
| 5Y | +533.1% | +160.2% | +372.9% | +158.9% |
| All | +1,079.5% | +337.7% | +741.8% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling