+1,120.5%
MPC vs ALNY
+258.3%
+862.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.4% |
| 7D | +1.2% | -6.4% | +7.6% | +1.8% |
| 30D | +17.0% | +11.9% | +5.1% | +15.7% |
| 3M | +49.5% | -15.0% | +64.5% | +50.5% |
| 6M | +83.5% | -23.2% | +106.7% | +86.3% |
| YTD | +144.1% | -37.8% | +181.9% | +152.9% |
| 1Y | +119.6% | -47.3% | +166.9% | +131.1% |
| 3Y | +168.1% | +22.9% | +145.2% | +152.1% |
| 5Y | +671.3% | +30.6% | +640.8% | +597.4% |
| All | +1,120.5% | +258.3% | +862.2% | +852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling