+1,171.8%
MPC vs ALK
-45.9%
+1,217.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +11.2% | -1.2% | +12.4% | +11.5% |
| 30D | -14.5% | +7.7% | -22.2% | -17.5% |
| 3M | +16.7% | -19.0% | +35.7% | +23.5% |
| 6M | +67.6% | -0.2% | +67.8% | +59.2% |
| YTD | +157.9% | -23.5% | +181.4% | +162.9% |
| 1Y | +116.7% | -9.1% | +125.8% | +103.9% |
| 3Y | +199.8% | +12.0% | +187.7% | +130.0% |
| 5Y | +604.4% | -30.9% | +635.3% | +546.6% |
| All | +1,171.8% | -45.9% | +1,217.7% | +986.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling