+1,106.2%
MPC vs ALK
-37.5%
+1,143.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +2.2% |
| 7D | -9.4% | +8.9% | -18.3% | -12.4% |
| 30D | -14.3% | +5.9% | -20.3% | -16.8% |
| 3M | +31.1% | -16.5% | +47.6% | +37.3% |
| 6M | +60.3% | +2.1% | +58.2% | +51.5% |
| YTD | +142.5% | -17.1% | +159.6% | +140.9% |
| 1Y | +104.6% | -2.9% | +107.4% | +88.6% |
| 3Y | +191.7% | +24.5% | +167.2% | +115.5% |
| 5Y | +549.2% | -29.1% | +578.3% | +498.8% |
| 10Y | +1,106.2% | -39.1% | +1,145.3% | +926.6% |
| All | +1,106.2% | -37.5% | +1,143.7% | +926.6% |
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