+1,209.0%
MPC vs ACI
+31.1%
+1,177.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.5% |
| 7D | -9.4% | -5.9% | -3.5% | -8.7% |
| 30D | -14.3% | +7.2% | -21.5% | -15.2% |
| 3M | +31.1% | +8.8% | +22.3% | +29.5% |
| 6M | +60.3% | -17.2% | +77.4% | +62.9% |
| YTD | +142.5% | -21.3% | +163.8% | +147.6% |
| 1Y | +104.6% | -23.7% | +128.3% | +109.7% |
| 3Y | +191.7% | -32.8% | +224.6% | +201.9% |
| 5Y | +549.2% | -41.4% | +590.6% | +572.8% |
| All | +1,209.0% | +31.1% | +1,177.9% | +1,217.9% |
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