+167.0%
MPC vs ALB
-17.6%
+184.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.4% |
| 7D | -12.8% | +5.5% | -18.2% | -13.5% |
| 30D | -12.7% | -7.5% | -5.2% | -11.9% |
| 3M | +27.1% | -16.9% | +44.0% | +29.8% |
| 6M | +45.8% | -49.2% | +95.0% | +59.7% |
| YTD | +134.7% | -29.9% | +164.6% | +141.6% |
| 1Y | +106.0% | +8.2% | +97.9% | +96.3% |
| All | +167.0% | -17.6% | +184.6% | +144.6% |
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 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