+540.9%
MPC vs ALLE
+51.8%
+489.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.3% |
| 7D | -12.8% | 0.0% | -12.8% | -12.8% |
| 30D | -12.7% | +20.6% | -33.3% | -16.7% |
| 3M | +27.1% | +11.4% | +15.7% | +23.6% |
| 6M | +45.8% | +42.5% | +3.2% | +31.8% |
| YTD | +134.7% | +18.9% | +115.8% | +123.8% |
| 1Y | +106.0% | +14.2% | +91.9% | +99.0% |
| 3Y | +165.5% | +90.7% | +74.8% | +111.1% |
| 5Y | +540.9% | +52.5% | +488.4% | +439.4% |
| All | +540.9% | +51.8% | +489.1% | +439.4% |
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