+1,079.5%
MPC vs ALB
+33.3%
+1,046.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -16.2% | +9.1% | -25.3% | -18.4% |
| 30D | -15.7% | -3.4% | -12.3% | -15.3% |
| 3M | +24.9% | -20.6% | +45.5% | +31.8% |
| 6M | +52.7% | -48.2% | +100.8% | +80.2% |
| YTD | +131.9% | -29.2% | +161.1% | +143.8% |
| 1Y | +96.6% | +10.0% | +86.6% | +78.9% |
| 3Y | +163.8% | -12.9% | +176.7% | +130.6% |
| 5Y | +533.1% | -61.3% | +594.4% | +594.9% |
| All | +1,079.5% | +33.3% | +1,046.1% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling