+654.5%
MPC vs AUR
-35.7%
+690.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +14.0% | -6.4% | +20.4% | +14.2% |
| 3M | +52.2% | +7.7% | +44.5% | +51.3% |
| 6M | +75.8% | +44.5% | +31.3% | +71.4% |
| YTD | +146.3% | +67.4% | +78.8% | +138.0% |
| 1Y | +120.8% | +15.4% | +105.4% | +117.0% |
| 3Y | +172.6% | +94.8% | +77.8% | +154.7% |
| 5Y | +678.2% | -35.1% | +713.3% | +575.3% |
| All | +654.5% | -35.7% | +690.2% | +555.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling