+1,171.8%
MPC vs ALB
+32.4%
+1,139.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +11.2% | -5.8% | +17.0% | +13.0% |
| 30D | -14.5% | -4.5% | -10.0% | -13.8% |
| 3M | +16.7% | -28.1% | +44.7% | +26.6% |
| 6M | +67.6% | -53.2% | +120.7% | +103.7% |
| YTD | +157.9% | -33.3% | +191.2% | +175.6% |
| 1Y | +116.7% | -17.4% | +134.1% | +115.5% |
| 3Y | +199.8% | -14.1% | +213.9% | +161.7% |
| 5Y | +604.4% | -64.0% | +668.4% | +691.6% |
| All | +1,171.8% | +32.4% | +1,139.4% | +550.6% |
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