+1,580.1%
MPC vs AR
-32.8%
+1,612.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.1% |
| 7D | -12.8% | -11.7% | -1.1% | -9.6% |
| 30D | -12.7% | +1.8% | -14.6% | -13.1% |
| 3M | +27.1% | +6.0% | +21.1% | +24.9% |
| 6M | +45.8% | -7.0% | +52.8% | +48.2% |
| YTD | +134.7% | +5.6% | +129.1% | +129.4% |
| 1Y | +106.0% | +10.8% | +95.2% | +98.5% |
| 3Y | +165.5% | +19.3% | +146.2% | +142.6% |
| 5Y | +540.9% | +73.3% | +467.6% | +406.5% |
| 10Y | +1,133.6% | +47.6% | +1,086.0% | +660.8% |
| All | +1,580.1% | -32.8% | +1,612.9% | +1,108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling