+1,135.3%
MPC vs UL
+104.4%
+1,030.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | -12.2% | +4.5% | -16.7% | -13.3% |
| 3M | +20.1% | +5.5% | +14.6% | +18.1% |
| 6M | +60.6% | +17.0% | +43.6% | +52.9% |
| YTD | +150.6% | +3.2% | +147.4% | +145.8% |
| 1Y | +104.7% | -1.9% | +106.5% | +103.7% |
| 3Y | +194.5% | +33.6% | +160.9% | +156.4% |
| 5Y | +582.3% | +31.5% | +550.8% | +483.9% |
| 10Y | +1,135.3% | +103.9% | +1,031.3% | +871.1% |
| All | +1,135.3% | +104.4% | +1,030.8% | +871.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling