+56.5%
MPC vs AR
-4.3%
+60.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.8% | -5.3% |
| 7D | -10.9% | -11.1% | +0.2% | -6.3% |
| 30D | -9.4% | +7.9% | -17.3% | -11.8% |
| 3M | +26.0% | +4.9% | +21.1% | +22.5% |
| 6M | +56.5% | -5.3% | +61.8% | +66.2% |
| All | +56.5% | -4.3% | +60.9% | +66.2% |
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