+101.9%
MPC vs ALM
+21.0%
+80.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +4.6% |
| 7D | -9.4% | +0.7% | -10.2% | -9.4% |
| 30D | -14.3% | -26.1% | +11.8% | -14.6% |
| 3M | +31.1% | -38.1% | +69.2% | +30.5% |
| 6M | +60.3% | -55.4% | +115.7% | +60.4% |
| YTD | +142.5% | -0.4% | +142.9% | +134.5% |
| All | +101.9% | +21.0% | +80.8% | +97.7% |
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