+121.7%
MPC vs AU
+80.8%
+40.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.3% |
| 30D | +25.0% | +12.3% | +12.7% | +26.0% |
| 3M | +55.2% | +29.4% | +25.8% | +58.0% |
| 6M | +86.4% | +3.2% | +83.2% | +90.3% |
| YTD | +148.5% | +31.8% | +116.7% | +146.1% |
| 1Y | +121.7% | +83.4% | +38.3% | +121.1% |
| All | +121.7% | +80.8% | +40.9% | +121.1% |
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