+662.7%
MPC vs ALC
+34.7%
+628.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | -12.8% | +7.6% | -20.4% | -15.6% |
| 30D | -12.7% | +21.1% | -33.9% | -19.8% |
| 3M | +27.1% | +8.5% | +18.6% | +22.0% |
| 6M | +45.8% | +2.8% | +43.0% | +42.2% |
| YTD | +134.7% | -2.4% | +137.1% | +132.0% |
| 1Y | +106.0% | +3.5% | +102.6% | +97.6% |
| 3Y | +165.5% | +4.2% | +161.3% | +141.7% |
| 5Y | +540.9% | -9.0% | +549.9% | +515.1% |
| All | +662.7% | +34.7% | +628.1% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling