+653.5%
MPC vs ALC
+31.8%
+621.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -16.2% | +4.9% | -21.1% | -18.1% |
| 30D | -15.7% | +19.0% | -34.7% | -22.0% |
| 3M | +24.9% | +7.8% | +17.1% | +20.2% |
| 6M | +52.7% | +14.6% | +38.1% | +42.0% |
| YTD | +131.9% | -4.4% | +136.3% | +131.2% |
| 1Y | +96.6% | +1.4% | +95.2% | +90.1% |
| 3Y | +163.8% | +2.5% | +161.3% | +141.4% |
| 5Y | +533.1% | -10.9% | +544.0% | +512.7% |
| All | +653.5% | +31.8% | +621.7% | +418.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling