+3,101.0%
MPC vs AFL
+652.8%
+2,448.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.1% |
| 7D | +5.4% | +0.6% | +4.8% | +4.9% |
| 30D | +31.0% | -6.2% | +37.2% | +37.4% |
| 3M | +46.0% | +2.2% | +43.8% | +42.6% |
| 6M | +77.3% | +5.3% | +72.0% | +68.3% |
| YTD | +141.9% | +8.0% | +134.0% | +124.5% |
| 1Y | +120.9% | +10.2% | +110.7% | +100.7% |
| 3Y | +182.7% | +67.1% | +115.6% | +73.2% |
| 5Y | +646.4% | +135.6% | +510.8% | +232.8% |
| 10Y | +1,138.7% | +299.4% | +839.4% | +268.9% |
| All | +3,101.0% | +652.8% | +2,448.2% | +515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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