+534.5%
MPC vs AR
+71.8%
+462.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -16.2% | -14.3% | -1.9% | -11.9% |
| 30D | -15.7% | +1.4% | -17.2% | -16.0% |
| 3M | +24.9% | +3.4% | +21.5% | +23.4% |
| 6M | +52.7% | -2.1% | +54.7% | +53.0% |
| YTD | +131.9% | +4.7% | +127.2% | +126.6% |
| 1Y | +96.6% | +10.6% | +86.1% | +88.7% |
| 3Y | +163.8% | +24.6% | +139.2% | +135.6% |
| All | +534.5% | +71.8% | +462.7% | +399.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling