+2,968.0%
MPC vs MAR
+1,416.3%
+1,551.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -16.2% | +4.3% | -20.5% | -18.4% |
| 30D | -15.7% | +16.8% | -32.5% | -23.2% |
| 3M | +24.9% | +16.0% | +8.9% | +13.6% |
| 6M | +52.7% | +16.5% | +36.2% | +36.8% |
| YTD | +131.9% | +35.0% | +96.8% | +85.9% |
| 1Y | +96.6% | +49.4% | +47.3% | +47.5% |
| 3Y | +163.8% | +124.1% | +39.7% | +48.5% |
| 5Y | +533.1% | +159.2% | +373.9% | +204.7% |
| 10Y | +1,118.6% | +553.9% | +564.7% | +196.0% |
| All | +2,968.0% | +1,416.3% | +1,551.7% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling