+1,079.5%
MPC vs UL
+96.4%
+983.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | -16.2% | +1.1% | -17.3% | -16.5% |
| 30D | -15.7% | +8.2% | -24.0% | -17.5% |
| 3M | +24.9% | +4.5% | +20.4% | +23.2% |
| 6M | +52.7% | +12.6% | +40.1% | +47.0% |
| YTD | +131.9% | +3.5% | +128.3% | +127.3% |
| 1Y | +96.6% | -0.4% | +97.1% | +94.9% |
| 3Y | +163.8% | +36.0% | +127.8% | +128.5% |
| 5Y | +533.1% | +30.9% | +502.2% | +444.4% |
| All | +1,079.5% | +96.4% | +983.0% | +870.5% |
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