+1,340.2%
MPC vs ALM
+7,705.7%
-6,365.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +5.4% | -2.6% | +8.0% | +5.4% |
| 30D | +31.0% | +32.0% | -1.0% | +30.9% |
| 3M | +46.0% | -15.0% | +61.1% | +46.0% |
| 6M | +77.3% | -10.1% | +87.4% | +77.3% |
| YTD | +141.9% | +99.4% | +42.5% | +141.7% |
| 1Y | +120.9% | +316.4% | -195.4% | +120.5% |
| 3Y | +182.7% | +2,022.0% | -1,839.3% | +181.8% |
| 5Y | +646.4% | +941.2% | -294.8% | +644.2% |
| 10Y | +1,138.7% | +2,950.3% | -1,811.6% | +1,134.7% |
| All | +1,340.2% | +7,705.7% | -6,365.5% | +1,320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling