+534.5%
MPC vs ALC
-11.2%
+545.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -16.2% | +4.9% | -21.1% | -17.0% |
| 30D | -15.7% | +19.0% | -34.7% | -18.5% |
| 3M | +24.9% | +7.8% | +17.1% | +23.0% |
| 6M | +52.7% | +14.6% | +38.1% | +48.1% |
| YTD | +131.9% | -4.4% | +136.3% | +132.5% |
| 1Y | +96.6% | +1.4% | +95.2% | +94.3% |
| 3Y | +163.8% | +2.5% | +161.3% | +156.7% |
| All | +534.5% | -11.2% | +545.7% | +535.9% |
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