+678.6%
MPC vs AUR
-34.2%
+712.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.2% |
| 7D | +3.9% | +19.2% | -15.4% | +3.0% |
| 30D | +33.8% | -7.8% | +41.5% | +34.1% |
| 3M | +49.9% | +4.0% | +45.9% | +49.2% |
| 6M | +80.9% | +45.0% | +35.9% | +76.4% |
| YTD | +147.4% | +69.5% | +77.9% | +139.0% |
| 1Y | +123.2% | +13.0% | +110.2% | +119.5% |
| 3Y | +171.7% | +90.4% | +81.4% | +154.1% |
| 5Y | +678.6% | -34.2% | +712.7% | +568.7% |
| All | +678.6% | -34.2% | +712.8% | +568.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling