+113.2%
MPC vs ALC
-11.3%
+124.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.4% |
| 7D | +9.4% | -6.2% | +15.6% | +8.8% |
| 30D | -13.4% | +14.0% | -27.5% | -13.2% |
| 3M | +18.9% | -2.4% | +21.3% | +19.7% |
| 6M | +64.9% | +12.6% | +52.3% | +65.4% |
| YTD | +156.8% | -8.4% | +165.2% | +153.3% |
| 1Y | +113.2% | -9.1% | +122.3% | +110.1% |
| All | +113.2% | -11.3% | +124.5% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling