+678.6%
MPC vs AU
+676.5%
+2.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +33.8% | +12.8% | +21.0% | +32.9% |
| 3M | +49.9% | +28.5% | +21.4% | +47.6% |
| 6M | +80.9% | +4.8% | +76.1% | +79.8% |
| YTD | +147.4% | +31.0% | +116.5% | +140.1% |
| 1Y | +123.2% | +81.4% | +41.8% | +109.5% |
| 3Y | +171.7% | +618.4% | -446.7% | +115.7% |
| 5Y | +678.6% | +686.3% | -7.7% | +491.9% |
| All | +678.6% | +676.5% | +2.1% | +491.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling