+147.3%
MPC vs AS
+139.2%
+8.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.1% | -13.2% | -8.4% |
| 7D | -10.9% | +13.8% | -24.7% | -11.6% |
| 30D | -9.4% | +16.7% | -26.1% | -10.3% |
| 3M | +26.0% | -11.5% | +37.5% | +27.0% |
| 6M | +56.5% | -5.5% | +62.0% | +56.3% |
| YTD | +144.3% | -14.2% | +158.4% | +145.6% |
| 1Y | +117.2% | +2.1% | +115.2% | +112.2% |
| All | +147.3% | +139.2% | +8.1% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling