+1,648.5%
MPC vs AR
-30.9%
+1,679.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.8% | -6.4% |
| 7D | -10.9% | -11.1% | +0.2% | -7.9% |
| 30D | -9.4% | +7.9% | -17.3% | -11.3% |
| 3M | +26.0% | +4.9% | +21.1% | +24.1% |
| 6M | +56.5% | -5.3% | +61.8% | +58.3% |
| YTD | +144.3% | +8.6% | +135.6% | +136.9% |
| 1Y | +117.2% | +13.7% | +103.6% | +107.8% |
| 3Y | +176.3% | +22.8% | +153.5% | +150.4% |
| 5Y | +590.5% | +82.0% | +508.5% | +438.5% |
| 10Y | +1,183.8% | +51.8% | +1,132.0% | +685.4% |
| All | +1,648.5% | -30.9% | +1,679.4% | +1,147.7% |
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