+734.6%
MPC vs ALC
+26.4%
+708.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | +9.4% | -6.2% | +15.6% | +12.1% |
| 30D | -13.4% | +14.0% | -27.5% | -18.6% |
| 3M | +18.9% | -2.4% | +21.3% | +19.1% |
| 6M | +64.9% | +12.6% | +52.3% | +54.3% |
| YTD | +156.8% | -8.4% | +165.2% | +160.2% |
| 1Y | +113.2% | -9.1% | +122.3% | +116.4% |
| 3Y | +201.8% | -0.3% | +202.1% | +178.4% |
| 5Y | +601.4% | -9.9% | +611.3% | +562.2% |
| All | +734.6% | +26.4% | +708.2% | +483.3% |
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