+1,631.7%
MPC vs AR
-27.2%
+1,658.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +5.4% | +2.5% | +2.9% | +4.7% |
| 30D | +31.0% | +14.8% | +16.2% | +26.1% |
| 3M | +46.0% | +6.2% | +39.8% | +43.3% |
| 6M | +77.3% | +4.3% | +73.0% | +74.9% |
| YTD | +141.9% | +14.4% | +127.5% | +131.7% |
| 1Y | +120.9% | +21.3% | +99.6% | +107.3% |
| 3Y | +182.7% | +39.8% | +142.9% | +147.1% |
| 5Y | +646.4% | +142.1% | +504.4% | +438.3% |
| 10Y | +1,138.7% | +52.0% | +1,086.7% | +657.1% |
| All | +1,631.7% | -27.2% | +1,658.9% | +1,120.8% |
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 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