+1,171.8%
MPC vs ALM
+2,100.8%
-929.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.4% |
| 7D | +11.2% | +1.2% | +10.0% | +11.2% |
| 30D | -14.5% | -19.3% | +4.8% | -14.4% |
| 3M | +16.7% | -40.6% | +57.3% | +17.1% |
| 6M | +67.6% | -57.9% | +125.5% | +68.6% |
| YTD | +157.9% | -6.7% | +164.6% | +156.6% |
| 1Y | +116.7% | +20.2% | +96.5% | +114.9% |
| 3Y | +199.8% | +879.4% | -679.7% | +190.6% |
| 5Y | +604.4% | +415.3% | +189.1% | +584.5% |
| All | +1,171.8% | +2,100.8% | -929.0% | +1,231.5% |
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