+274.3%
MPC vs USAR
-19.4%
+293.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +11.2% | -0.8% | +12.0% | +11.2% |
| 30D | -14.5% | -20.9% | +6.4% | -14.6% |
| 3M | +16.7% | -56.2% | +72.8% | +16.2% |
| 6M | +67.6% | -67.9% | +135.5% | +66.9% |
| YTD | +157.9% | -31.4% | +189.4% | +157.0% |
| 1Y | +116.7% | -45.1% | +161.7% | +115.8% |
| 3Y | +199.8% | -20.3% | +220.1% | +171.6% |
| All | +274.3% | -19.4% | +293.7% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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