+116.7%
MPC vs AU
+6.3%
+110.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | +11.2% | -7.2% | +18.4% | +10.4% |
| 30D | -14.5% | -2.9% | -11.6% | -14.3% |
| 3M | +16.7% | -8.7% | +25.3% | +16.5% |
| 6M | +67.6% | -14.1% | +81.7% | +68.0% |
| YTD | +157.9% | +4.8% | +153.1% | +154.2% |
| 1Y | +116.7% | +11.9% | +104.8% | +110.9% |
| All | +116.7% | +6.3% | +110.4% | +110.9% |
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