+3,101.0%
MPC vs ALNY
+2,834.0%
+267.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | +12.2% | -6.8% | +4.0% |
| 30D | +31.0% | +16.3% | +14.6% | +28.6% |
| 3M | +46.0% | -12.4% | +58.4% | +46.7% |
| 6M | +77.3% | -18.7% | +96.0% | +79.4% |
| YTD | +141.9% | -33.1% | +175.0% | +150.2% |
| 1Y | +120.9% | -41.3% | +162.2% | +131.7% |
| 3Y | +182.7% | +32.3% | +150.4% | +160.9% |
| 5Y | +646.4% | +34.8% | +611.7% | +561.9% |
| 10Y | +1,138.7% | +284.7% | +854.0% | +772.8% |
| All | +3,101.0% | +2,834.0% | +267.0% | +1,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling