+113.2%
MPC vs USAR
-54.5%
+167.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.8% | +2.5% |
| 7D | +9.4% | +8.8% | +0.7% | +9.5% |
| 30D | -13.4% | -28.5% | +15.0% | -13.6% |
| 3M | +18.9% | -56.2% | +75.0% | +18.7% |
| 6M | +64.9% | -68.4% | +133.3% | +65.3% |
| YTD | +156.8% | -32.2% | +189.0% | +145.9% |
| 1Y | +113.2% | -52.3% | +165.5% | +106.0% |
| All | +113.2% | -54.5% | +167.7% | +106.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling