+180.6%
MPC vs ALLE
+42.6%
+138.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -6.8% | +37.8% | +32.4% |
| 3M | +46.0% | +21.0% | +25.0% | +40.0% |
| 6M | +77.3% | +1.1% | +76.2% | +78.2% |
| YTD | +141.9% | -0.5% | +142.4% | +144.0% |
| 1Y | +120.9% | -7.3% | +128.2% | +127.0% |
| All | +180.6% | +42.6% | +138.1% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling