+240.6%
MPC vs USAR
-26.7%
+267.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.5% | +5.6% | -4.0% |
| 7D | -12.8% | -29.5% | +16.7% | -13.0% |
| 30D | -12.7% | -46.0% | +33.3% | -13.1% |
| 3M | +27.1% | -56.8% | +83.8% | +26.5% |
| 6M | +45.8% | -72.9% | +118.7% | +45.1% |
| YTD | +134.7% | -37.6% | +172.4% | +133.7% |
| 1Y | +106.0% | -56.0% | +162.1% | +104.9% |
| 3Y | +165.5% | -27.5% | +193.0% | +140.4% |
| All | +240.6% | -26.7% | +267.3% | +202.7% |
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 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