+167.0%
MPC vs ALLY
+57.0%
+110.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | -12.8% | -1.1% | -11.6% | -12.6% |
| 30D | -12.7% | +4.2% | -16.9% | -13.6% |
| 3M | +27.1% | -12.4% | +39.5% | +30.4% |
| 6M | +45.8% | -8.7% | +54.5% | +47.5% |
| YTD | +134.7% | -11.6% | +146.4% | +138.8% |
| 1Y | +106.0% | +0.2% | +105.9% | +101.0% |
| All | +167.0% | +57.0% | +110.0% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling