+191.7%
MPC vs ROL
+5.5%
+186.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.6% |
| 7D | -9.4% | +7.5% | -16.9% | -9.3% |
| 30D | -14.3% | +21.1% | -35.5% | -14.3% |
| 3M | +31.1% | +3.1% | +28.0% | +31.2% |
| 6M | +60.3% | -27.4% | +87.7% | +61.3% |
| YTD | +142.5% | -34.7% | +177.2% | +146.1% |
| 1Y | +104.6% | -32.9% | +137.5% | +107.5% |
| 3Y | +191.7% | +6.1% | +185.6% | +185.9% |
| All | +191.7% | +5.5% | +186.2% | +185.9% |
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 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