+101.7%
MPC vs ALM
+12.3%
+89.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.2% | -0.1% |
| 7D | -8.8% | -6.3% | -2.5% | -8.9% |
| 30D | -14.4% | -31.4% | +17.0% | -14.7% |
| 3M | +21.9% | -40.6% | +62.5% | +21.4% |
| 6M | +60.1% | -58.6% | +118.8% | +60.3% |
| YTD | +142.3% | -7.6% | +149.9% | +134.2% |
| 1Y | +101.7% | +13.8% | +87.9% | +97.5% |
| All | +101.7% | +12.3% | +89.4% | +97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling