+1,286.1%
MPC vs ACI
+33.9%
+1,252.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.3% |
| 7D | +9.4% | -0.5% | +9.9% | +9.5% |
| 30D | -13.4% | +4.9% | -18.3% | -14.1% |
| 3M | +18.9% | +11.1% | +7.8% | +17.1% |
| 6M | +64.9% | -14.9% | +79.8% | +67.1% |
| YTD | +156.8% | -19.6% | +176.4% | +161.5% |
| 1Y | +113.2% | -22.7% | +135.9% | +118.1% |
| 3Y | +201.8% | -31.2% | +233.1% | +211.4% |
| 5Y | +601.4% | -42.3% | +643.7% | +626.9% |
| All | +1,286.1% | +33.9% | +1,252.3% | +1,291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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