+3,101.0%
MPC vs ACGL
+862.1%
+2,238.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.5% |
| 7D | +5.4% | -0.7% | +6.2% | +5.9% |
| 30D | +31.0% | -1.0% | +32.0% | +31.7% |
| 3M | +46.0% | +11.0% | +35.0% | +34.6% |
| 6M | +77.3% | -0.3% | +77.6% | +74.9% |
| YTD | +141.9% | +2.3% | +139.6% | +133.2% |
| 1Y | +120.9% | +6.4% | +114.5% | +105.4% |
| 3Y | +182.7% | +34.0% | +148.7% | +106.8% |
| 5Y | +646.4% | +161.6% | +484.8% | +194.5% |
| 10Y | +1,138.7% | +278.6% | +860.1% | +261.6% |
| All | +3,101.0% | +862.1% | +2,238.9% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling