+117.2%
MPC vs ALK
-1.1%
+118.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.8% | -16.9% | -6.5% |
| 7D | -10.9% | +12.4% | -23.3% | -8.7% |
| 30D | -9.4% | +2.1% | -11.5% | -8.4% |
| 3M | +26.0% | -23.9% | +49.8% | +22.0% |
| 6M | +56.5% | +8.2% | +48.3% | +58.9% |
| YTD | +144.3% | -20.5% | +164.7% | +156.1% |
| 1Y | +117.2% | -1.0% | +118.3% | +125.1% |
| All | +117.2% | -1.1% | +118.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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