+180.6%
MPC vs ROL
-4.8%
+185.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.5% |
| 30D | +31.0% | -4.1% | +35.1% | +31.1% |
| 3M | +46.0% | -22.5% | +68.5% | +46.9% |
| 6M | +77.3% | -37.7% | +115.0% | +79.5% |
| YTD | +141.9% | -39.6% | +181.5% | +146.1% |
| 1Y | +120.9% | -36.0% | +156.9% | +124.2% |
| All | +180.6% | -4.8% | +185.4% | +175.2% |
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