+191.2%
MPC vs AZO
+19.8%
+171.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.4% |
| 7D | +2.6% | -2.6% | +5.2% | +2.6% |
| 30D | -12.2% | +11.7% | -23.9% | -12.2% |
| 3M | +20.1% | +6.4% | +13.7% | +20.1% |
| 6M | +60.6% | -5.5% | +66.1% | +61.2% |
| YTD | +150.6% | -4.5% | +155.1% | +150.4% |
| 1Y | +104.7% | -13.8% | +118.5% | +106.7% |
| All | +191.2% | +19.8% | +171.4% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling