+601.0%
MPC vs ACM
+1.1%
+599.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +11.2% | +5.6% | +5.6% | +9.3% |
| 30D | -14.5% | +20.8% | -35.3% | -19.9% |
| 3M | +16.7% | +11.4% | +5.3% | +11.9% |
| 6M | +67.6% | +0.9% | +66.6% | +64.1% |
| YTD | +157.9% | -24.8% | +182.7% | +183.0% |
| 1Y | +116.7% | -46.4% | +163.1% | +179.9% |
| 3Y | +199.8% | -9.2% | +209.0% | +184.0% |
| All | +601.0% | +1.1% | +599.9% | +502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling