+96.6%
MPC vs USAR
-51.6%
+148.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -1.1% |
| 7D | -16.2% | -14.5% | -1.7% | -16.4% |
| 30D | -15.7% | -37.8% | +22.1% | -15.8% |
| 3M | +24.9% | -52.8% | +77.7% | +24.8% |
| 6M | +52.7% | -71.2% | +123.9% | +53.8% |
| YTD | +131.9% | -30.9% | +162.7% | +121.6% |
| 1Y | +96.6% | -48.0% | +144.6% | +88.9% |
| All | +96.6% | -51.6% | +148.2% | +88.9% |
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 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