+3,101.0%
MPC vs AU
+232.2%
+2,868.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +5.4% | -3.6% | +9.1% | +5.6% |
| 30D | +31.0% | +23.9% | +7.1% | +29.2% |
| 3M | +46.0% | +19.1% | +26.9% | +44.1% |
| 6M | +77.3% | -0.2% | +77.5% | +76.2% |
| YTD | +141.9% | +32.5% | +109.4% | +135.1% |
| 1Y | +120.9% | +96.9% | +24.0% | +108.3% |
| 3Y | +182.7% | +614.7% | -432.0% | +139.9% |
| 5Y | +646.4% | +647.7% | -1.3% | +523.3% |
| 10Y | +1,138.7% | +679.2% | +459.5% | +900.2% |
| All | +3,101.0% | +232.2% | +2,868.8% | +3,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling