+1,297.3%
MPC vs ALM
+3,431.9%
-2,134.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.6% | +5.6% | -3.9% |
| 7D | -12.8% | -14.5% | +1.8% | -12.7% |
| 30D | -12.7% | -39.0% | +26.3% | -12.7% |
| 3M | +27.1% | -40.3% | +67.3% | +27.1% |
| 6M | +45.8% | -60.3% | +106.1% | +45.9% |
| YTD | +134.7% | -9.8% | +144.5% | +134.6% |
| 1Y | +106.0% | +30.8% | +75.3% | +105.9% |
| 3Y | +165.5% | +772.4% | -606.9% | +164.8% |
| 5Y | +540.9% | +390.7% | +150.2% | +539.4% |
| 10Y | +1,133.6% | +2,028.5% | -894.9% | +1,130.3% |
| All | +1,297.3% | +3,431.9% | -2,134.6% | +1,278.9% |
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 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