+687.5%
MPC vs ALC
+30.3%
+657.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -8.8% | +2.3% | -11.2% | -10.0% |
| 30D | -14.4% | +15.5% | -29.9% | -19.8% |
| 3M | +21.9% | +0.6% | +21.4% | +20.7% |
| 6M | +60.1% | +18.4% | +41.7% | +46.8% |
| YTD | +142.3% | -5.6% | +147.9% | +142.7% |
| 1Y | +101.7% | 0.0% | +101.7% | +96.0% |
| 3Y | +184.8% | +2.8% | +182.0% | +159.7% |
| 5Y | +564.6% | -8.8% | +573.4% | +529.0% |
| All | +687.5% | +30.3% | +657.2% | +444.0% |
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