+77.3%
MPC vs AR
+6.9%
+70.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +5.4% | +2.5% | +2.9% | +4.1% |
| 30D | +31.0% | +14.8% | +16.2% | +22.1% |
| 3M | +46.0% | +6.2% | +39.8% | +41.7% |
| 6M | +77.3% | +4.3% | +73.0% | +75.8% |
| All | +77.3% | +6.9% | +70.5% | +75.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling