+163.8%
MPC vs ALK
+16.0%
+147.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -16.2% | +9.0% | -25.2% | -16.6% |
| 30D | -15.7% | -1.6% | -14.1% | -15.6% |
| 3M | +24.9% | -23.2% | +48.1% | +27.0% |
| 6M | +52.7% | -3.9% | +56.5% | +51.1% |
| YTD | +131.9% | -22.6% | +154.4% | +136.4% |
| 1Y | +96.6% | -5.3% | +102.0% | +92.1% |
| 3Y | +163.8% | +18.6% | +145.2% | +153.5% |
| All | +163.8% | +16.0% | +147.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling