+1,252.6%
MPC vs ALLY
+124.8%
+1,127.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | +3.7% | +1.8% | +3.6% |
| 30D | +31.0% | -2.3% | +33.2% | +32.3% |
| 3M | +46.0% | +3.8% | +42.2% | +42.5% |
| 6M | +77.3% | +9.7% | +67.6% | +65.7% |
| YTD | +141.9% | -1.4% | +143.3% | +137.6% |
| 1Y | +120.9% | +8.2% | +112.7% | +105.4% |
| 3Y | +182.7% | +66.5% | +116.2% | +99.5% |
| 5Y | +646.4% | +1.2% | +645.2% | +539.0% |
| 10Y | +1,138.7% | +191.4% | +947.3% | +444.7% |
| All | +1,252.6% | +124.8% | +1,127.7% | +505.0% |
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