+445.3%
MP vs ECL
+49.6%
+395.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | -2.6% | -0.2% | -1.6% |
| 30D | +13.8% | -2.2% | +16.0% | +15.0% |
| 3M | -16.7% | +10.1% | -26.8% | -21.6% |
| 6M | -11.5% | -5.7% | -5.8% | -9.5% |
| YTD | +7.9% | +7.0% | +1.0% | +2.7% |
| 1Y | -15.0% | +2.7% | -17.7% | -17.7% |
| 3Y | +153.5% | +57.7% | +95.8% | +87.0% |
| 5Y | +58.7% | +31.1% | +27.5% | +19.8% |
| All | +445.3% | +49.6% | +395.7% | +291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling