+540.9%
MPC vs ALK
-33.9%
+574.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.6% |
| 7D | -12.8% | +7.1% | -19.8% | -13.6% |
| 30D | -12.7% | -3.0% | -9.7% | -12.6% |
| 3M | +27.1% | -25.6% | +52.7% | +31.5% |
| 6M | +45.8% | +0.5% | +45.3% | +42.4% |
| YTD | +134.7% | -23.1% | +157.8% | +139.2% |
| 1Y | +106.0% | -7.5% | +113.6% | +100.5% |
| 3Y | +165.5% | +15.3% | +150.2% | +133.9% |
| 5Y | +540.9% | -34.8% | +575.7% | +557.1% |
| All | +540.9% | -33.9% | +574.8% | +557.1% |
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