+120.9%
MPC vs MAR
+27.3%
+93.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -4.2% | +9.6% | +4.5% |
| 30D | +31.0% | -6.7% | +37.6% | +29.2% |
| 3M | +46.0% | -12.5% | +58.5% | +42.9% |
| 6M | +77.3% | +0.6% | +76.7% | +77.4% |
| YTD | +141.9% | +9.1% | +132.8% | +141.8% |
| 1Y | +120.9% | +26.2% | +94.7% | +121.9% |
| All | +120.9% | +27.3% | +93.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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