+191.2%
MPC vs UL
+34.1%
+157.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.2% |
| 30D | -12.2% | +4.5% | -16.7% | -11.3% |
| 3M | +20.1% | +5.5% | +14.6% | +21.6% |
| 6M | +60.6% | +17.0% | +43.6% | +65.8% |
| YTD | +150.6% | +3.2% | +147.4% | +156.0% |
| 1Y | +104.7% | -1.9% | +106.5% | +108.1% |
| All | +191.2% | +34.1% | +157.1% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling