+104.7%
MPC vs ALB
-5.3%
+109.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.6% |
| 30D | -12.2% | -2.6% | -9.6% | -12.0% |
| 3M | +20.1% | -25.6% | +45.6% | +22.3% |
| 6M | +60.6% | -54.0% | +114.6% | +70.2% |
| YTD | +150.6% | -31.6% | +182.2% | +157.4% |
| 1Y | +104.7% | -6.6% | +111.2% | +104.4% |
| All | +104.7% | -5.3% | +109.9% | +104.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling