+3,101.0%
MPC vs ALL
+1,121.6%
+1,979.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +31.0% | -1.5% | +32.5% | +31.8% |
| 3M | +46.0% | +23.6% | +22.4% | +24.7% |
| 6M | +77.3% | +22.3% | +55.0% | +51.9% |
| YTD | +141.9% | +26.5% | +115.4% | +101.0% |
| 1Y | +120.9% | +27.0% | +93.9% | +81.8% |
| 3Y | +182.7% | +149.6% | +33.1% | +31.0% |
| 5Y | +646.4% | +118.1% | +528.3% | +258.7% |
| 10Y | +1,138.7% | +369.0% | +769.8% | +222.8% |
| All | +3,101.0% | +1,121.6% | +1,979.4% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling