+1,134.0%
MPC vs MAR
+411.9%
+722.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.6% |
| 7D | +3.9% | -1.7% | +5.6% | +4.8% |
| 30D | +33.8% | -6.9% | +40.7% | +39.0% |
| 3M | +49.9% | -15.8% | +65.7% | +63.4% |
| 6M | +80.9% | +1.9% | +79.0% | +73.7% |
| YTD | +147.4% | +6.6% | +140.8% | +129.2% |
| 1Y | +123.2% | +23.7% | +99.5% | +86.9% |
| 3Y | +171.7% | +64.6% | +107.1% | +84.6% |
| 5Y | +678.6% | +156.4% | +522.2% | +266.3% |
| 10Y | +1,134.0% | +415.4% | +718.7% | +271.5% |
| All | +1,134.0% | +411.9% | +722.2% | +271.5% |
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