+150.6%
MPC vs AHR
+406.6%
-256.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +2.6% | +5.1% | -2.5% | +2.1% |
| 30D | -12.2% | +12.8% | -25.0% | -13.1% |
| 3M | +20.1% | +13.0% | +7.1% | +18.7% |
| 6M | +60.6% | +18.7% | +41.9% | +57.3% |
| YTD | +150.6% | +27.8% | +122.8% | +141.8% |
| 1Y | +104.7% | +22.9% | +81.7% | +98.8% |
| All | +150.6% | +406.6% | -256.0% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling