+191.7%
MPC vs ACI
-33.3%
+225.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.5% |
| 7D | -9.4% | -5.9% | -3.5% | -8.8% |
| 30D | -14.3% | +7.2% | -21.5% | -15.1% |
| 3M | +31.1% | +8.8% | +22.3% | +29.6% |
| 6M | +60.3% | -17.2% | +77.4% | +62.1% |
| YTD | +142.5% | -21.3% | +163.8% | +146.1% |
| 1Y | +104.6% | -23.7% | +128.3% | +108.1% |
| 3Y | +191.7% | -32.8% | +224.6% | +197.2% |
| All | +191.7% | -33.3% | +225.0% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling