+96.6%
MPC vs ROL
-35.3%
+131.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.3% |
| 7D | -16.2% | +9.5% | -25.7% | -16.0% |
| 30D | -15.7% | +22.9% | -38.7% | -15.8% |
| 3M | +24.9% | +3.5% | +21.4% | +25.0% |
| 6M | +52.7% | -29.4% | +82.0% | +54.1% |
| YTD | +131.9% | -36.1% | +167.9% | +144.4% |
| 1Y | +96.6% | -34.4% | +131.0% | +103.9% |
| All | +96.6% | -35.3% | +131.9% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling