+120.9%
MPC vs ALC
-10.2%
+131.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +5.4% | -2.1% | +7.5% | +5.5% |
| 30D | +31.0% | -0.1% | +31.1% | +31.0% |
| 3M | +46.0% | +5.9% | +40.1% | +45.9% |
| 6M | +77.3% | -15.9% | +93.2% | +79.1% |
| YTD | +141.9% | -10.1% | +152.0% | +140.5% |
| 1Y | +120.9% | -10.2% | +131.1% | +117.2% |
| All | +120.9% | -10.2% | +131.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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