+274.5%
MP vs ECL
+63.5%
+211.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | -11.7% | +6.6% | -18.3% | -14.6% |
| 3M | -30.8% | +9.6% | -40.4% | -34.0% |
| 6M | -42.9% | +21.6% | -64.5% | -49.0% |
| YTD | -25.9% | +16.9% | -42.8% | -32.6% |
| 1Y | -37.3% | +17.9% | -55.2% | -43.3% |
| 3Y | +150.7% | +76.5% | +74.2% | +74.3% |
| 5Y | -19.3% | +36.6% | -55.9% | -41.0% |
| All | +274.5% | +63.5% | +211.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling