+134.8%
MPC vs AS
+134.9%
-0.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -16.2% | +6.9% | -23.1% | -16.5% |
| 30D | -15.7% | +16.0% | -31.7% | -16.5% |
| 3M | +24.9% | -12.8% | +37.7% | +26.0% |
| 6M | +52.7% | -15.4% | +68.0% | +54.2% |
| YTD | +131.9% | -15.7% | +147.6% | +133.4% |
| 1Y | +96.6% | +6.1% | +90.6% | +90.7% |
| All | +134.8% | +134.9% | -0.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling