+199.8%
MPC vs ROL
+5.9%
+193.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +0.5% |
| 7D | +11.2% | +3.0% | +8.3% | +11.3% |
| 30D | -14.5% | +19.8% | -34.3% | -14.4% |
| 3M | +16.7% | +7.9% | +8.8% | +16.7% |
| 6M | +67.6% | -25.6% | +93.2% | +68.5% |
| YTD | +157.9% | -34.1% | +192.1% | +161.5% |
| 1Y | +116.7% | -31.4% | +148.1% | +119.5% |
| 3Y | +199.8% | +4.7% | +195.1% | +202.6% |
| All | +199.8% | +5.9% | +193.9% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling