+1,135.3%
MPC vs ALM
+2,084.7%
-949.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | -7.2% | +9.8% | +2.6% |
| 30D | -12.2% | -26.4% | +14.2% | -12.0% |
| 3M | +20.1% | -38.6% | +58.7% | +20.4% |
| 6M | +60.6% | -61.0% | +121.6% | +61.7% |
| YTD | +150.6% | -7.4% | +158.0% | +149.3% |
| 1Y | +104.7% | +14.0% | +90.7% | +103.1% |
| 3Y | +194.5% | +844.4% | -650.0% | +185.6% |
| 5Y | +582.3% | +410.8% | +171.5% | +563.1% |
| 10Y | +1,135.3% | +2,084.7% | -949.5% | +1,193.3% |
| All | +1,135.3% | +2,084.7% | -949.5% | +1,193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling