+601.0%
MPC vs ALM
+410.2%
+190.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.3% |
| 7D | +11.2% | +1.2% | +10.0% | +11.2% |
| 30D | -14.5% | -19.3% | +4.8% | -14.2% |
| 3M | +16.7% | -40.6% | +57.3% | +17.5% |
| 6M | +67.6% | -57.9% | +125.5% | +69.7% |
| YTD | +157.9% | -6.7% | +164.6% | +154.5% |
| 1Y | +116.7% | +20.2% | +96.5% | +112.2% |
| 3Y | +199.8% | +879.4% | -679.7% | +172.7% |
| All | +601.0% | +410.2% | +190.8% | +561.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling