+116.7%
MPC vs MAR
+47.1%
+69.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | +11.2% | +1.6% | +9.6% | +11.8% |
| 30D | -14.5% | +13.8% | -28.3% | -11.2% |
| 3M | +16.7% | +20.3% | -3.6% | +23.3% |
| 6M | +67.6% | +21.3% | +46.2% | +78.1% |
| YTD | +157.9% | +37.2% | +120.7% | +176.0% |
| 1Y | +116.7% | +48.4% | +68.2% | +132.5% |
| All | +116.7% | +47.1% | +69.6% | +132.5% |
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 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