+101.9%
MPC vs ALL
+28.9%
+73.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -9.4% | -3.9% | -5.5% | -8.9% |
| 30D | -14.3% | +10.6% | -24.9% | -15.8% |
| 3M | +31.1% | -4.6% | +35.7% | +30.6% |
| 6M | +60.3% | +20.2% | +40.1% | +55.0% |
| YTD | +142.5% | +23.7% | +118.8% | +131.7% |
| All | +101.9% | +28.9% | +73.0% | +93.7% |
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