+534.5%
MPC vs UL
+31.0%
+503.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.3% |
| 7D | -16.2% | +1.1% | -17.3% | -16.1% |
| 30D | -15.7% | +8.2% | -24.0% | -15.5% |
| 3M | +24.9% | +4.5% | +20.4% | +25.1% |
| 6M | +52.7% | +12.6% | +40.1% | +53.0% |
| YTD | +131.9% | +3.5% | +128.3% | +133.3% |
| 1Y | +96.6% | -0.4% | +97.1% | +98.3% |
| 3Y | +163.8% | +36.0% | +127.8% | +153.4% |
| All | +534.5% | +31.0% | +503.5% | +502.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling