+540.9%
MPC vs ACGL
+174.7%
+366.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -12.8% | +6.4% | -19.1% | -14.5% |
| 30D | -12.7% | +16.6% | -29.3% | -16.8% |
| 3M | +27.1% | +11.6% | +15.5% | +22.7% |
| 6M | +45.8% | +17.5% | +28.3% | +38.1% |
| YTD | +134.7% | +15.3% | +119.4% | +122.5% |
| 1Y | +106.0% | +26.3% | +79.8% | +89.0% |
| 3Y | +165.5% | +35.9% | +129.6% | +130.7% |
| 5Y | +540.9% | +168.2% | +372.7% | +269.7% |
| All | +540.9% | +174.7% | +366.2% | +269.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling