+117.2%
MPC vs ALLY
+4.2%
+113.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -7.3% |
| 7D | -10.9% | +2.4% | -13.3% | -10.3% |
| 30D | -9.4% | +5.6% | -15.0% | -8.3% |
| 3M | +26.0% | -11.7% | +37.7% | +24.0% |
| 6M | +56.5% | -7.0% | +63.6% | +55.9% |
| YTD | +144.3% | -10.4% | +154.7% | +145.6% |
| 1Y | +117.2% | +2.4% | +114.9% | +116.2% |
| All | +117.2% | +4.2% | +113.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling