+1,120.0%
MPC vs ALK
-34.2%
+1,154.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | -19.2% | +50.2% | +40.5% |
| 3M | +46.0% | -1.5% | +47.5% | +43.1% |
| 6M | +77.3% | -13.1% | +90.4% | +76.5% |
| YTD | +141.9% | -16.4% | +158.3% | +142.5% |
| 1Y | +120.9% | -33.1% | +154.0% | +139.8% |
| 3Y | +182.7% | +0.6% | +182.1% | +133.5% |
| 5Y | +646.4% | -26.4% | +672.8% | +580.3% |
| All | +1,120.0% | -34.2% | +1,154.2% | +810.5% |
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