-15.1%
MP vs ECL
+37.7%
-52.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.9% |
| 7D | -10.5% | -0.8% | -9.8% | -10.3% |
| 30D | -23.5% | +8.1% | -31.7% | -27.0% |
| 3M | -25.4% | +6.4% | -31.8% | -28.2% |
| 6M | -51.3% | +14.8% | -66.0% | -55.7% |
| YTD | -29.9% | +15.5% | -45.4% | -36.9% |
| 1Y | -31.8% | +20.1% | -52.0% | -40.1% |
| 3Y | +127.0% | +77.8% | +49.2% | +43.3% |
| All | -15.1% | +37.7% | -52.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling