+688.1%
MPC vs ALC
+32.2%
+656.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -9.4% | +2.1% | -11.5% | -10.4% |
| 30D | -14.3% | +17.2% | -31.5% | -20.2% |
| 3M | +31.1% | +4.6% | +26.5% | +27.8% |
| 6M | +60.3% | +20.1% | +40.2% | +46.1% |
| YTD | +142.5% | -4.2% | +146.7% | +141.5% |
| 1Y | +104.6% | +2.1% | +102.5% | +97.2% |
| 3Y | +191.7% | +4.5% | +187.2% | +164.3% |
| 5Y | +549.2% | -12.3% | +561.6% | +537.3% |
| All | +688.1% | +32.2% | +656.0% | +441.4% |
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