+64.9%
MPC vs ALNY
-45.7%
+110.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.4% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -13.4% | -30.0% | +16.6% | -15.2% |
| 3M | +18.9% | -30.1% | +48.9% | +16.6% |
| 6M | +64.9% | -46.4% | +111.3% | +58.9% |
| All | +64.9% | -45.7% | +110.6% | +58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling