+120.9%
MPC vs AU
+100.5%
+20.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.1% |
| 7D | +5.4% | -3.6% | +9.1% | +5.2% |
| 30D | +31.0% | +23.9% | +7.1% | +32.8% |
| 3M | +46.0% | +19.1% | +26.9% | +48.3% |
| 6M | +77.3% | -0.2% | +77.5% | +81.6% |
| YTD | +141.9% | +32.5% | +109.4% | +139.6% |
| 1Y | +120.9% | +96.9% | +24.0% | +122.5% |
| All | +120.9% | +100.5% | +20.4% | +122.5% |
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