+167.0%
MPC vs ALK
+15.2%
+151.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.8% |
| 7D | -12.8% | +7.1% | -19.8% | -13.1% |
| 30D | -12.7% | -3.0% | -9.7% | -12.6% |
| 3M | +27.1% | -25.6% | +52.7% | +29.5% |
| 6M | +45.8% | +0.5% | +45.3% | +43.3% |
| YTD | +134.7% | -23.1% | +157.8% | +139.3% |
| 1Y | +106.0% | -7.5% | +113.6% | +102.0% |
| All | +167.0% | +15.2% | +151.8% | +156.7% |
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