+3,101.0%
MPC vs ACM
+159.4%
+2,941.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | -3.7% | +9.2% | +7.6% |
| 30D | +31.0% | -11.1% | +42.1% | +37.7% |
| 3M | +46.0% | -8.0% | +54.0% | +49.3% |
| 6M | +77.3% | -29.7% | +107.0% | +109.2% |
| YTD | +141.9% | -29.4% | +171.3% | +182.0% |
| 1Y | +120.9% | -46.4% | +167.3% | +199.9% |
| 3Y | +182.7% | -22.3% | +205.0% | +199.2% |
| 5Y | +646.4% | +4.5% | +642.0% | +545.1% |
| 10Y | +1,138.7% | +127.6% | +1,011.1% | +578.7% |
| All | +3,101.0% | +159.4% | +2,941.6% | +1,458.8% |
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