+101.7%
MPC vs AU
+34.7%
+67.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.7% |
| 7D | -8.8% | +15.3% | -24.1% | -7.3% |
| 30D | -14.4% | -0.3% | -14.1% | -13.9% |
| 3M | +21.9% | -2.9% | +24.8% | +22.5% |
| 6M | +60.1% | -10.7% | +70.8% | +61.6% |
| YTD | +142.3% | +14.0% | +128.3% | +140.5% |
| 1Y | +101.7% | +32.5% | +69.2% | +95.6% |
| All | +101.7% | +34.7% | +67.0% | +95.6% |
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