+1,171.8%
MPC vs ALLE
+211.7%
+960.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +11.2% | +3.6% | +7.7% | +9.3% |
| 30D | -14.5% | +25.9% | -40.4% | -25.0% |
| 3M | +16.7% | +15.8% | +0.9% | +6.7% |
| 6M | +67.6% | +48.1% | +19.5% | +31.2% |
| YTD | +157.9% | +22.0% | +136.0% | +123.1% |
| 1Y | +116.7% | +18.0% | +98.6% | +90.9% |
| 3Y | +199.8% | +93.1% | +106.7% | +85.3% |
| 5Y | +604.4% | +52.1% | +552.4% | +392.3% |
| All | +1,171.8% | +211.7% | +960.1% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling