+116.7%
MPC vs ALK
-10.2%
+126.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.2% |
| 7D | +11.2% | -1.2% | +12.4% | +11.0% |
| 30D | -14.5% | +7.7% | -22.2% | -12.9% |
| 3M | +16.7% | -19.0% | +35.7% | +13.8% |
| 6M | +67.6% | -0.2% | +67.8% | +68.4% |
| YTD | +157.9% | -23.5% | +181.4% | +169.2% |
| 1Y | +116.7% | -9.1% | +125.8% | +120.3% |
| All | +116.7% | -10.2% | +126.9% | +120.3% |
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