+3,298.1%
MPC vs ALNY
+1,627.1%
+1,671.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -13.4% | -30.0% | +16.6% | -10.3% |
| 3M | +18.9% | -30.1% | +48.9% | +22.8% |
| 6M | +64.9% | -46.4% | +111.3% | +73.8% |
| YTD | +156.8% | -60.6% | +217.4% | +180.1% |
| 1Y | +113.2% | -65.4% | +178.6% | +136.0% |
| 3Y | +201.8% | -3.2% | +205.0% | +186.2% |
| 5Y | +601.4% | -8.3% | +609.7% | +545.1% |
| 10Y | +1,166.0% | +236.6% | +929.4% | +819.4% |
| All | +3,298.1% | +1,627.1% | +1,671.0% | +1,277.6% |
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