+264.6%
MP vs ECL
+64.4%
+200.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -3.6% | +0.4% | -4.1% | -3.9% |
| 30D | -21.0% | +8.6% | -29.6% | -24.2% |
| 3M | -33.3% | +7.9% | -41.2% | -35.9% |
| 6M | -45.9% | +21.0% | -67.0% | -51.6% |
| YTD | -27.8% | +17.5% | -45.3% | -34.6% |
| 1Y | -43.2% | +19.7% | -62.8% | -49.0% |
| 3Y | +144.0% | +77.4% | +66.6% | +69.3% |
| 5Y | -6.1% | +38.7% | -44.8% | -31.7% |
| All | +264.6% | +64.4% | +200.2% | +149.7% |
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