+1,171.8%
MPC vs MAR
+529.3%
+642.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +11.2% | +1.6% | +9.6% | +10.2% |
| 30D | -14.5% | +13.8% | -28.3% | -20.8% |
| 3M | +16.7% | +20.3% | -3.6% | +4.4% |
| 6M | +67.6% | +21.3% | +46.2% | +47.2% |
| YTD | +157.9% | +37.2% | +120.7% | +106.0% |
| 1Y | +116.7% | +48.4% | +68.2% | +64.3% |
| 3Y | +199.8% | +120.1% | +79.6% | +71.9% |
| 5Y | +604.4% | +182.1% | +422.3% | +221.1% |
| All | +1,171.8% | +529.3% | +642.5% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling