+64.9%
MPC vs AUR
-39.1%
+104.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +2.4% |
| 7D | +9.4% | +7.9% | +1.5% | +9.6% |
| 30D | -13.4% | -18.5% | +5.1% | -13.8% |
| 3M | +18.9% | -36.7% | +55.6% | +17.8% |
| 6M | +64.9% | -39.8% | +104.7% | +63.7% |
| All | +64.9% | -39.1% | +104.0% | +63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling