+251.1%
MPC vs USAR
+74.0%
+177.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +5.4% | -2.1% | +7.6% | +5.4% |
| 30D | +31.0% | +2.6% | +28.3% | +31.0% |
| 3M | +46.0% | -35.0% | +81.0% | +45.9% |
| 6M | +77.3% | -6.9% | +84.2% | +77.3% |
| YTD | +141.9% | +48.0% | +93.9% | +142.0% |
| 1Y | +120.9% | +24.8% | +96.1% | +121.8% |
| 3Y | +182.7% | +73.2% | +109.4% | +155.9% |
| All | +251.1% | +74.0% | +177.0% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling