+3,215.7%
MPC vs AZO
+1,006.7%
+2,209.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +2.6% | -2.6% | +5.2% | +3.7% |
| 30D | -12.2% | +11.7% | -23.9% | -16.3% |
| 3M | +20.1% | +6.4% | +13.7% | +16.4% |
| 6M | +60.6% | -5.5% | +66.1% | +62.0% |
| YTD | +150.6% | -4.5% | +155.1% | +148.2% |
| 1Y | +104.7% | -13.8% | +118.5% | +111.5% |
| 3Y | +194.5% | +19.8% | +174.7% | +153.3% |
| 5Y | +582.3% | +71.6% | +510.7% | +372.1% |
| 10Y | +1,135.3% | +331.5% | +803.8% | +433.0% |
| All | +3,215.7% | +1,006.7% | +2,209.0% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling