+3,106.3%
MPC vs AU
+185.9%
+2,920.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.2% |
| 7D | -8.8% | +15.3% | -24.1% | -9.6% |
| 30D | -14.4% | -0.3% | -14.1% | -14.5% |
| 3M | +21.9% | -2.9% | +24.8% | +21.8% |
| 6M | +60.1% | -10.7% | +70.8% | +60.3% |
| YTD | +142.3% | +14.0% | +128.3% | +137.1% |
| 1Y | +101.7% | +32.5% | +69.2% | +95.1% |
| 3Y | +184.8% | +557.9% | -373.2% | +142.8% |
| 5Y | +564.6% | +441.0% | +123.6% | +465.1% |
| 10Y | +1,098.3% | +816.9% | +281.4% | +852.5% |
| All | +3,106.3% | +185.9% | +2,920.5% | +3,221.2% |
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