+101.7%
MPC vs AR
+9.7%
+92.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +2.8% |
| 7D | -8.8% | -5.8% | -3.1% | -6.7% |
| 30D | -14.4% | +4.8% | -19.2% | -15.6% |
| 3M | +21.9% | +1.5% | +20.4% | +21.0% |
| 6M | +60.1% | +4.7% | +55.4% | +56.8% |
| YTD | +142.3% | +9.2% | +133.1% | +137.3% |
| 1Y | +101.7% | +11.2% | +90.5% | +96.5% |
| All | +101.7% | +9.7% | +92.0% | +96.5% |
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