+101.7%
MPC vs ACI
-21.6%
+123.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -8.8% | -0.6% | -8.2% | -8.8% |
| 30D | -14.4% | +9.5% | -23.9% | -15.8% |
| 3M | +21.9% | +10.1% | +11.9% | +19.7% |
| 6M | +60.1% | -15.4% | +75.5% | +63.3% |
| YTD | +142.3% | -19.5% | +161.9% | +145.9% |
| 1Y | +101.7% | -21.0% | +122.7% | +106.6% |
| All | +101.7% | -21.6% | +123.3% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling