+163.8%
MPC vs ALLY
+54.4%
+109.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -16.2% | +0.9% | -17.1% | -16.4% |
| 30D | -15.7% | +3.1% | -18.8% | -16.4% |
| 3M | +24.9% | -12.6% | +37.5% | +28.2% |
| 6M | +52.7% | -12.4% | +65.1% | +56.1% |
| YTD | +131.9% | -13.2% | +145.0% | +136.7% |
| 1Y | +96.6% | +1.8% | +94.8% | +90.5% |
| 3Y | +163.8% | +58.0% | +105.8% | +118.8% |
| All | +163.8% | +54.4% | +109.4% | +118.8% |
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