+116.7%
MPC vs AZO
-15.7%
+132.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.5% |
| 7D | +11.2% | +1.3% | +9.9% | +11.4% |
| 30D | -14.5% | +12.0% | -26.4% | -13.5% |
| 3M | +16.7% | +7.2% | +9.5% | +17.7% |
| 6M | +67.6% | -3.2% | +70.7% | +67.8% |
| YTD | +157.9% | -3.9% | +161.8% | +158.1% |
| 1Y | +116.7% | -14.7% | +131.3% | +116.4% |
| All | +116.7% | -15.7% | +132.4% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling