+642.2%
MPC vs ALC
-16.0%
+658.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +5.4% | -2.1% | +7.5% | +5.9% |
| 30D | +31.0% | -0.1% | +31.1% | +31.0% |
| 3M | +46.0% | +5.9% | +40.1% | +44.1% |
| 6M | +77.3% | -15.9% | +93.2% | +83.1% |
| YTD | +141.9% | -10.1% | +152.0% | +145.6% |
| 1Y | +120.9% | -10.2% | +131.1% | +123.9% |
| 3Y | +182.7% | -13.6% | +196.2% | +186.0% |
| All | +642.2% | -16.0% | +658.2% | +642.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling