+3,005.7%
MPC vs ROL
+724.9%
+2,280.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.3% |
| 7D | -12.8% | +11.7% | -24.5% | -16.4% |
| 30D | -12.7% | +27.7% | -40.4% | -20.6% |
| 3M | +27.1% | +3.7% | +23.4% | +24.4% |
| 6M | +45.8% | -27.8% | +73.6% | +62.8% |
| YTD | +134.7% | -34.7% | +169.4% | +170.9% |
| 1Y | +106.0% | -34.1% | +140.1% | +136.6% |
| 3Y | +165.5% | +5.9% | +159.6% | +142.0% |
| 5Y | +540.9% | +15.6% | +525.3% | +438.9% |
| 10Y | +1,133.6% | +226.5% | +907.1% | +400.3% |
| All | +3,005.7% | +724.9% | +2,280.8% | +502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling