+263.6%
MPC vs USAR
-18.3%
+282.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -0.9% | +3.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.6% |
| 30D | -12.2% | -30.1% | +17.9% | -12.4% |
| 3M | +20.1% | -56.3% | +76.4% | +19.6% |
| 6M | +60.6% | -68.6% | +129.2% | +60.0% |
| YTD | +150.6% | -30.5% | +181.1% | +149.7% |
| 1Y | +104.7% | -53.5% | +158.1% | +103.6% |
| 3Y | +194.5% | -19.3% | +213.8% | +166.9% |
| All | +263.6% | -18.3% | +282.0% | +223.4% |
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