+101.7%
MPC vs ROL
-32.9%
+134.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -8.8% | +2.9% | -11.7% | -8.7% |
| 30D | -14.4% | +20.1% | -34.5% | -14.3% |
| 3M | +21.9% | +3.2% | +18.7% | +22.1% |
| 6M | +60.1% | -28.0% | +88.2% | +61.6% |
| YTD | +142.3% | -35.3% | +177.6% | +155.3% |
| 1Y | +101.7% | -33.6% | +135.3% | +111.9% |
| All | +101.7% | -32.9% | +134.6% | +111.9% |
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