+180.6%
MPC vs UL
+25.2%
+155.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -1.3% | +6.8% | +5.2% |
| 30D | +31.0% | +0.5% | +30.5% | +31.1% |
| 3M | +46.0% | +17.6% | +28.4% | +50.1% |
| 6M | +77.3% | -5.4% | +82.7% | +79.1% |
| YTD | +141.9% | +0.7% | +141.2% | +145.2% |
| 1Y | +120.9% | -9.3% | +130.2% | +122.6% |
| All | +180.6% | +25.2% | +155.4% | +171.7% |
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