+251.6%
MPC vs USAR
-21.7%
+273.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.2% |
| 7D | -8.8% | -9.1% | +0.2% | -8.9% |
| 30D | -14.4% | -36.9% | +22.6% | -14.6% |
| 3M | +21.9% | -58.4% | +80.3% | +21.4% |
| 6M | +60.1% | -70.6% | +130.8% | +59.5% |
| YTD | +142.3% | -33.4% | +175.8% | +141.4% |
| 1Y | +101.7% | -54.0% | +155.7% | +100.7% |
| 3Y | +184.8% | -22.7% | +207.4% | +158.0% |
| All | +251.6% | -21.7% | +273.4% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling