+1,166.2%
MPC vs ALM
+1,942.8%
-776.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +2.5% |
| 7D | +9.4% | -4.0% | +13.4% | +9.4% |
| 30D | -13.4% | -30.5% | +17.1% | -13.2% |
| 3M | +18.9% | -46.9% | +65.8% | +19.4% |
| 6M | +64.9% | -65.5% | +130.4% | +66.2% |
| YTD | +156.8% | -13.4% | +170.2% | +155.6% |
| 1Y | +113.2% | +9.8% | +103.4% | +111.6% |
| 3Y | +201.8% | +783.1% | -581.3% | +192.8% |
| 5Y | +601.4% | +378.3% | +223.1% | +582.0% |
| All | +1,166.2% | +1,942.8% | -776.6% | +1,226.6% |
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