+120.9%
MPC vs AR
+22.7%
+98.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +5.4% | +2.5% | +2.9% | +4.6% |
| 30D | +31.0% | +14.8% | +16.2% | +25.1% |
| 3M | +46.0% | +6.2% | +39.8% | +42.6% |
| 6M | +77.3% | +4.3% | +73.0% | +74.7% |
| YTD | +141.9% | +14.4% | +127.5% | +133.3% |
| 1Y | +120.9% | +21.3% | +99.6% | +112.5% |
| All | +120.9% | +22.7% | +98.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling