+158.0%
MPC vs AHR
+394.2%
-236.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +11.2% | -0.2% | +11.5% | +11.3% |
| 30D | -14.5% | +10.2% | -24.7% | -15.2% |
| 3M | +16.7% | +8.3% | +8.4% | +15.8% |
| 6M | +67.6% | +13.0% | +54.5% | +65.1% |
| YTD | +157.9% | +24.6% | +133.3% | +149.4% |
| 1Y | +116.7% | +22.2% | +94.4% | +110.1% |
| All | +158.0% | +394.2% | -236.2% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling