+101.9%
MPC vs ALLY
+0.5%
+101.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.8% |
| 7D | -9.4% | -0.2% | -9.2% | -9.3% |
| 30D | -14.3% | +3.4% | -17.8% | -13.7% |
| 3M | +31.1% | -11.1% | +42.2% | +29.3% |
| 6M | +60.3% | -11.5% | +71.8% | +58.8% |
| YTD | +142.5% | -12.3% | +154.8% | +144.1% |
| All | +101.9% | +0.5% | +101.4% | +95.5% |
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