+1,079.5%
MPC vs ACM
+155.0%
+924.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | +5.4% | -21.6% | -19.0% |
| 30D | -15.7% | +15.1% | -30.8% | -22.9% |
| 3M | +24.9% | -10.5% | +35.4% | +30.2% |
| 6M | +52.7% | -19.7% | +72.3% | +67.8% |
| YTD | +131.9% | -28.8% | +160.7% | +170.6% |
| 1Y | +96.6% | -47.9% | +144.5% | +180.6% |
| 3Y | +163.8% | -12.4% | +176.1% | +153.3% |
| 5Y | +533.1% | +0.6% | +532.6% | +431.7% |
| All | +1,079.5% | +155.0% | +924.4% | +472.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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