+3,005.7%
MPC vs ACM
+161.3%
+2,844.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.7% |
| 7D | -12.8% | +5.1% | -17.8% | -15.3% |
| 30D | -12.7% | +11.5% | -24.2% | -18.3% |
| 3M | +27.1% | -10.5% | +37.5% | +32.0% |
| 6M | +45.8% | -20.4% | +66.1% | +59.7% |
| YTD | +134.7% | -28.9% | +163.6% | +170.2% |
| 1Y | +106.0% | -48.7% | +154.7% | +186.0% |
| 3Y | +165.5% | -12.5% | +178.0% | +160.3% |
| 5Y | +540.9% | +0.5% | +540.4% | +464.2% |
| 10Y | +1,133.6% | +161.2% | +972.4% | +527.8% |
| All | +3,005.7% | +161.3% | +2,844.4% | +1,393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling