+144.9%
MPC vs AS
+120.4%
+24.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | +5.4% | -4.9% | +10.3% | +5.8% |
| 30D | +31.0% | -19.6% | +50.6% | +32.9% |
| 3M | +46.0% | -14.4% | +60.4% | +47.1% |
| 6M | +77.3% | -20.1% | +97.4% | +79.4% |
| YTD | +141.9% | -20.9% | +162.8% | +144.5% |
| 1Y | +120.9% | -21.9% | +142.8% | +123.1% |
| All | +144.9% | +120.4% | +24.6% | +118.1% |
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