+117.2%
MPC vs AHR
+26.3%
+90.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -8.0% |
| 7D | -10.9% | +9.5% | -20.4% | -10.6% |
| 30D | -9.4% | +11.7% | -21.1% | -8.7% |
| 3M | +26.0% | +4.0% | +22.0% | +25.9% |
| 6M | +56.5% | +13.5% | +43.0% | +57.0% |
| YTD | +144.3% | +21.6% | +122.7% | +142.3% |
| 1Y | +117.2% | +25.1% | +92.1% | +112.5% |
| All | +117.2% | +26.3% | +90.9% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling