+1,174.7%
MPC vs AU
+684.1%
+490.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +25.0% | +12.3% | +12.7% | +24.3% |
| 3M | +55.2% | +29.4% | +25.8% | +53.0% |
| 6M | +86.4% | +3.2% | +83.2% | +85.3% |
| YTD | +148.5% | +31.8% | +116.7% | +142.6% |
| 1Y | +121.7% | +83.4% | +38.3% | +111.6% |
| 3Y | +172.9% | +623.1% | -450.2% | +135.6% |
| 5Y | +679.9% | +700.5% | -20.6% | +562.2% |
| 10Y | +1,174.7% | +717.6% | +457.1% | +986.8% |
| All | +1,174.7% | +684.1% | +490.6% | +986.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling