+1,166.2%
MPC vs ROL
+213.5%
+952.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.8% |
| 7D | +9.4% | -1.7% | +11.1% | +9.9% |
| 30D | -13.4% | +18.5% | -32.0% | -17.2% |
| 3M | +18.9% | +4.3% | +14.5% | +17.1% |
| 6M | +64.9% | -27.7% | +92.6% | +78.1% |
| YTD | +156.8% | -35.8% | +192.6% | +185.3% |
| 1Y | +113.2% | -34.1% | +147.3% | +134.9% |
| 3Y | +201.8% | +2.9% | +198.9% | +184.1% |
| 5Y | +601.4% | +12.7% | +588.6% | +522.4% |
| All | +1,166.2% | +213.5% | +952.7% | +622.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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