+1,093.9%
MPC vs ALLE
+225.5%
+868.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.4% |
| 7D | -12.8% | 0.0% | -12.8% | -12.9% |
| 30D | -12.7% | +20.6% | -33.3% | -21.8% |
| 3M | +27.1% | +11.4% | +15.7% | +18.4% |
| 6M | +45.8% | +42.5% | +3.2% | +16.3% |
| YTD | +134.7% | +18.9% | +115.8% | +105.7% |
| 1Y | +106.0% | +14.2% | +91.9% | +84.8% |
| 3Y | +165.5% | +90.7% | +74.8% | +64.8% |
| 5Y | +540.9% | +52.5% | +488.4% | +343.3% |
| All | +1,093.9% | +225.5% | +868.5% | +456.1% |
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