+264.6%
MP vs EXC
+113.8%
+150.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -21.0% | +9.0% | -30.0% | -22.7% |
| 3M | -33.3% | +3.3% | -36.6% | -33.9% |
| 6M | -45.9% | +5.7% | -51.6% | -47.2% |
| YTD | -27.8% | +7.3% | -35.2% | -30.7% |
| 1Y | -43.2% | +2.9% | -46.1% | -44.6% |
| 3Y | +144.0% | +29.3% | +114.7% | +111.2% |
| 5Y | -6.1% | +40.1% | -46.2% | -20.2% |
| All | +264.6% | +113.8% | +150.8% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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