+1,265.7%
MPC vs ALLY
+104.2%
+1,161.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -9.9% |
| 7D | -10.9% | +2.4% | -13.3% | -12.2% |
| 30D | -9.4% | +5.6% | -15.0% | -12.1% |
| 3M | +26.0% | -11.7% | +37.7% | +32.5% |
| 6M | +56.5% | -7.0% | +63.6% | +58.9% |
| YTD | +144.3% | -10.4% | +154.7% | +149.3% |
| 1Y | +117.2% | +2.4% | +114.9% | +106.6% |
| 3Y | +176.3% | +59.2% | +117.1% | +98.6% |
| 5Y | +590.5% | -5.0% | +595.5% | +504.9% |
| 10Y | +1,183.8% | +204.5% | +979.4% | +452.9% |
| All | +1,265.7% | +104.2% | +1,161.5% | +534.6% |
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