+534.5%
MPC vs ALLE
+49.9%
+484.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -16.2% | -0.6% | -15.6% | -16.1% |
| 30D | -15.7% | +25.3% | -41.1% | -20.2% |
| 3M | +24.9% | +10.3% | +14.6% | +21.7% |
| 6M | +52.7% | +38.0% | +14.6% | +39.3% |
| YTD | +131.9% | +17.8% | +114.1% | +121.5% |
| 1Y | +96.6% | +13.6% | +83.0% | +90.0% |
| 3Y | +163.8% | +89.2% | +74.6% | +110.1% |
| All | +534.5% | +49.9% | +484.6% | +436.9% |
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 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