+601.4%
MPC vs ALK
-31.3%
+632.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.3% | +3.0% |
| 7D | +9.4% | +0.9% | +8.5% | +9.3% |
| 30D | -13.4% | +3.3% | -16.7% | -14.0% |
| 3M | +18.9% | -17.6% | +36.4% | +21.4% |
| 6M | +64.9% | +0.8% | +64.1% | +61.2% |
| YTD | +156.8% | -22.4% | +179.2% | +161.3% |
| 1Y | +113.2% | -10.1% | +123.2% | +109.0% |
| 3Y | +201.8% | +14.0% | +187.8% | +167.3% |
| 5Y | +601.4% | -29.8% | +631.2% | +591.4% |
| All | +601.4% | -31.3% | +632.6% | +591.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling