+534.5%
MPC vs MAR
+155.0%
+379.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | +4.3% | -20.5% | -17.3% |
| 30D | -15.7% | +16.8% | -32.5% | -19.6% |
| 3M | +24.9% | +16.0% | +8.9% | +19.2% |
| 6M | +52.7% | +16.5% | +36.2% | +44.5% |
| YTD | +131.9% | +35.0% | +96.8% | +105.3% |
| 1Y | +96.6% | +49.4% | +47.3% | +66.7% |
| 3Y | +163.8% | +124.1% | +39.7% | +87.2% |
| All | +534.5% | +155.0% | +379.4% | +311.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling