+1,135.3%
MPC vs AR
+58.9%
+1,076.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.0% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | -12.2% | +4.5% | -16.7% | -13.2% |
| 3M | +20.1% | +1.0% | +19.1% | +19.5% |
| 6M | +60.6% | +4.4% | +56.2% | +58.1% |
| YTD | +150.6% | +10.9% | +139.7% | +141.6% |
| 1Y | +104.7% | +8.6% | +96.1% | +98.2% |
| 3Y | +194.5% | +48.5% | +146.0% | +153.1% |
| 5Y | +582.3% | +95.7% | +486.5% | +420.1% |
| 10Y | +1,135.3% | +55.5% | +1,079.8% | +622.7% |
| All | +1,135.3% | +58.9% | +1,076.3% | +622.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling