+642.2%
MPC vs ALLE
+13.7%
+628.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -6.8% | +37.8% | +33.2% |
| 3M | +46.0% | +21.0% | +25.0% | +37.6% |
| 6M | +77.3% | +1.1% | +76.2% | +76.0% |
| YTD | +141.9% | -0.5% | +142.4% | +141.1% |
| 1Y | +120.9% | -7.3% | +128.2% | +124.7% |
| 3Y | +182.7% | +42.3% | +140.4% | +144.1% |
| All | +642.2% | +13.7% | +628.5% | +576.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling