+117.2%
MPC vs AU
+42.5%
+74.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.0% | -16.1% | -7.3% |
| 7D | -10.9% | +0.8% | -11.7% | -10.6% |
| 30D | -9.4% | -7.0% | -2.5% | -9.6% |
| 3M | +26.0% | +8.5% | +17.4% | +27.6% |
| 6M | +56.5% | -1.3% | +57.8% | +58.1% |
| YTD | +144.3% | +6.8% | +137.5% | +139.1% |
| 1Y | +117.2% | +44.6% | +72.6% | +101.3% |
| All | +117.2% | +42.5% | +74.7% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling