+163.8%
MPC vs ALB
-16.8%
+180.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -16.2% | +9.1% | -25.3% | -17.2% |
| 30D | -15.7% | -3.4% | -12.3% | -15.4% |
| 3M | +24.9% | -20.6% | +45.5% | +28.5% |
| 6M | +52.7% | -48.2% | +100.8% | +66.7% |
| YTD | +131.9% | -29.2% | +161.1% | +138.4% |
| 1Y | +96.6% | +10.0% | +86.6% | +86.9% |
| 3Y | +163.8% | -12.9% | +176.7% | +141.3% |
| All | +163.8% | -16.8% | +180.6% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling