+714.3%
MPC vs ALC
+27.5%
+686.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.3% |
| 7D | +2.6% | -6.3% | +8.9% | +5.2% |
| 30D | -12.2% | +12.6% | -24.8% | -17.0% |
| 3M | +20.1% | -3.8% | +23.9% | +21.0% |
| 6M | +60.6% | +16.8% | +43.8% | +47.9% |
| YTD | +150.6% | -7.6% | +158.2% | +153.1% |
| 1Y | +104.7% | -5.9% | +110.5% | +104.4% |
| 3Y | +194.5% | +0.6% | +193.9% | +170.7% |
| 5Y | +582.3% | -9.5% | +591.7% | +543.9% |
| All | +714.3% | +27.5% | +686.9% | +467.2% |
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 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