+601.4%
MPC vs MAR
+181.2%
+420.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.8% |
| 7D | +9.4% | +1.8% | +7.6% | +8.8% |
| 30D | -13.4% | +14.3% | -27.8% | -16.9% |
| 3M | +18.9% | +20.0% | -1.1% | +12.3% |
| 6M | +64.9% | +21.7% | +43.2% | +53.8% |
| YTD | +156.8% | +37.7% | +119.1% | +125.9% |
| 1Y | +113.2% | +46.8% | +66.4% | +82.3% |
| 3Y | +201.8% | +121.0% | +80.8% | +115.2% |
| 5Y | +601.4% | +183.1% | +418.3% | +331.5% |
| All | +601.4% | +181.2% | +420.1% | +331.5% |
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 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