+117.2%
MPC vs ALL
+42.7%
+74.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.9% | -11.0% | -8.5% |
| 7D | -10.9% | +7.5% | -18.4% | -12.0% |
| 30D | -9.4% | +19.7% | -29.1% | -12.1% |
| 3M | +26.0% | +2.9% | +23.1% | +24.3% |
| 6M | +56.5% | +23.5% | +33.0% | +50.0% |
| YTD | +144.3% | +31.1% | +113.1% | +130.9% |
| 1Y | +117.2% | +40.5% | +76.8% | +98.7% |
| All | +117.2% | +42.7% | +74.5% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling