+1,212.3%
MPC vs ALLY
+101.5%
+1,110.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.3% |
| 7D | -12.8% | -1.1% | -11.6% | -12.6% |
| 30D | -12.7% | +4.2% | -16.9% | -14.8% |
| 3M | +27.1% | -12.4% | +39.5% | +34.2% |
| 6M | +45.8% | -8.7% | +54.5% | +49.3% |
| YTD | +134.7% | -11.6% | +146.4% | +141.1% |
| 1Y | +106.0% | +0.2% | +105.9% | +98.1% |
| 3Y | +165.5% | +57.1% | +108.4% | +92.0% |
| 5Y | +540.9% | -6.8% | +547.7% | +467.0% |
| 10Y | +1,133.6% | +200.4% | +933.3% | +434.7% |
| All | +1,212.3% | +101.5% | +1,110.8% | +513.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling