+180.6%
MPC vs ALM
+2,063.1%
-1,882.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +5.4% | -2.6% | +8.0% | +5.5% |
| 30D | +31.0% | +32.0% | -1.0% | +30.4% |
| 3M | +46.0% | -15.0% | +61.1% | +46.3% |
| 6M | +77.3% | -10.1% | +87.4% | +77.3% |
| YTD | +141.9% | +99.4% | +42.5% | +137.5% |
| 1Y | +120.9% | +316.4% | -195.4% | +113.7% |
| All | +180.6% | +2,063.1% | -1,882.5% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling