+1,166.8%
MPC vs ACI
+34.5%
+1,132.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.5% |
| 7D | -12.8% | +3.5% | -16.3% | -13.2% |
| 30D | -12.7% | +16.8% | -29.5% | -14.5% |
| 3M | +27.1% | +13.1% | +14.0% | +24.9% |
| 6M | +45.8% | -15.6% | +61.4% | +47.9% |
| YTD | +134.7% | -19.2% | +153.9% | +138.9% |
| 1Y | +106.0% | -20.7% | +126.7% | +110.1% |
| 3Y | +165.5% | -33.4% | +198.9% | +175.1% |
| 5Y | +540.9% | -41.7% | +582.6% | +563.5% |
| All | +1,166.8% | +34.5% | +1,132.4% | +1,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling