+180.6%
MPC vs ALB
-34.0%
+214.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.9% |
| 7D | +5.4% | -8.1% | +13.5% | +6.6% |
| 30D | +31.0% | +6.3% | +24.7% | +29.7% |
| 3M | +46.0% | -23.6% | +69.6% | +51.0% |
| 6M | +77.3% | -24.6% | +101.9% | +82.8% |
| YTD | +141.9% | -10.3% | +152.2% | +141.4% |
| 1Y | +120.9% | +61.5% | +59.5% | +99.3% |
| All | +180.6% | -34.0% | +214.6% | +154.7% |
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