+3,101.0%
MPC vs AZO
+919.8%
+2,181.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +31.0% | -2.7% | +33.7% | +32.2% |
| 3M | +46.0% | -3.2% | +49.2% | +46.8% |
| 6M | +77.3% | -19.7% | +97.1% | +91.1% |
| YTD | +141.9% | -12.0% | +153.9% | +149.0% |
| 1Y | +120.9% | -29.5% | +150.4% | +149.4% |
| 3Y | +182.7% | +17.3% | +165.3% | +144.4% |
| 5Y | +646.4% | +94.1% | +552.4% | +379.1% |
| 10Y | +1,138.7% | +303.3% | +835.4% | +450.1% |
| All | +3,101.0% | +919.8% | +2,181.2% | +557.5% |
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