+199.8%
MPC vs ALNY
+1.9%
+197.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -4.9% | +0.4% |
| 7D | +11.2% | +5.8% | +5.4% | +11.1% |
| 30D | -14.5% | -26.5% | +12.0% | -14.3% |
| 3M | +16.7% | -27.3% | +44.0% | +16.9% |
| 6M | +67.6% | -43.4% | +110.9% | +68.5% |
| YTD | +157.9% | -58.5% | +216.4% | +163.1% |
| 1Y | +116.7% | -63.6% | +180.3% | +122.6% |
| 3Y | +199.8% | 0.0% | +199.7% | +190.1% |
| All | +199.8% | +1.9% | +197.8% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling