+1,079.5%
MPC vs ALM
+2,022.9%
-943.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.2% |
| 7D | -16.2% | -6.7% | -9.5% | -16.1% |
| 30D | -15.7% | -32.9% | +17.2% | -15.5% |
| 3M | +24.9% | -39.5% | +64.4% | +25.3% |
| 6M | +52.7% | -62.0% | +114.6% | +53.8% |
| YTD | +131.9% | -7.8% | +139.7% | +130.7% |
| 1Y | +96.6% | +26.7% | +70.0% | +94.9% |
| 3Y | +163.8% | +825.4% | -661.6% | +155.4% |
| 5Y | +533.1% | +401.2% | +131.9% | +514.3% |
| All | +1,079.5% | +2,022.9% | -943.4% | +1,117.5% |
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