+3,005.7%
MPC vs ALK
+151.3%
+2,854.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.8% |
| 7D | -12.8% | +7.1% | -19.8% | -15.4% |
| 30D | -12.7% | -3.0% | -9.7% | -12.7% |
| 3M | +27.1% | -25.6% | +52.7% | +38.8% |
| 6M | +45.8% | +0.5% | +45.3% | +37.9% |
| YTD | +134.7% | -23.1% | +157.8% | +138.8% |
| 1Y | +106.0% | -7.5% | +113.6% | +92.6% |
| 3Y | +165.5% | +15.3% | +150.2% | +103.6% |
| 5Y | +540.9% | -34.8% | +575.7% | +508.2% |
| 10Y | +1,133.6% | -41.2% | +1,174.8% | +966.1% |
| All | +3,005.7% | +151.3% | +2,854.3% | +1,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling