+1,120.0%
MPC vs ALB
+75.7%
+1,044.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +1.6% |
| 7D | +5.4% | -8.1% | +13.5% | +7.9% |
| 30D | +31.0% | +6.3% | +24.7% | +28.2% |
| 3M | +46.0% | -23.6% | +69.6% | +56.2% |
| 6M | +77.3% | -24.6% | +101.9% | +87.8% |
| YTD | +141.9% | -10.3% | +152.2% | +139.9% |
| 1Y | +120.9% | +61.5% | +59.5% | +78.6% |
| 3Y | +182.7% | -34.0% | +216.7% | +181.1% |
| 5Y | +646.4% | -44.6% | +691.0% | +624.4% |
| All | +1,120.0% | +75.7% | +1,044.3% | +483.3% |
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