+1,352.8%
MPC vs ALLE
+260.9%
+1,092.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -6.8% | +37.8% | +35.9% |
| 3M | +46.0% | +21.0% | +25.0% | +28.8% |
| 6M | +77.3% | +1.1% | +76.2% | +71.7% |
| YTD | +141.9% | -0.5% | +142.4% | +135.5% |
| 1Y | +120.9% | -7.3% | +128.2% | +123.0% |
| 3Y | +182.7% | +42.3% | +140.4% | +110.3% |
| 5Y | +646.4% | +13.5% | +633.0% | +524.4% |
| 10Y | +1,138.7% | +144.0% | +994.7% | +529.1% |
| All | +1,352.8% | +260.9% | +1,092.0% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling