+163.8%
MPC vs ACGL
+31.5%
+132.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -16.2% | +0.9% | -17.1% | -16.4% |
| 30D | -15.7% | +13.7% | -29.4% | -17.7% |
| 3M | +24.9% | +8.0% | +16.9% | +23.0% |
| 6M | +52.7% | +13.3% | +39.4% | +48.7% |
| YTD | +131.9% | +11.8% | +120.0% | +125.6% |
| 1Y | +96.6% | +22.2% | +74.4% | +87.2% |
| 3Y | +163.8% | +32.5% | +131.3% | +146.8% |
| All | +163.8% | +31.5% | +132.3% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling