+1,151.4%
MPC vs ACI
+29.9%
+1,121.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | -16.2% | -2.2% | -14.0% | -16.0% |
| 30D | -15.7% | +10.3% | -26.0% | -16.8% |
| 3M | +24.9% | +7.2% | +17.7% | +23.6% |
| 6M | +52.7% | -18.0% | +70.7% | +55.4% |
| YTD | +131.9% | -22.0% | +153.8% | +137.0% |
| 1Y | +96.6% | -23.4% | +120.0% | +101.4% |
| 3Y | +163.8% | -35.8% | +199.6% | +174.6% |
| 5Y | +533.1% | -43.7% | +576.8% | +558.3% |
| All | +1,151.4% | +29.9% | +1,121.6% | +1,161.4% |
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