+274.5%
MP vs EXC
+114.3%
+160.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +11.0% | -1.9% | +12.9% | +11.5% |
| 30D | -11.7% | +7.8% | -19.5% | -13.4% |
| 3M | -30.8% | +1.9% | -32.7% | -31.2% |
| 6M | -42.9% | +3.4% | -46.3% | -43.9% |
| YTD | -25.9% | +7.6% | -33.5% | -28.8% |
| 1Y | -37.3% | +2.1% | -39.4% | -38.6% |
| 3Y | +150.7% | +29.6% | +121.1% | +116.8% |
| 5Y | -19.3% | +39.5% | -58.8% | -31.3% |
| All | +274.5% | +114.3% | +160.2% | +180.8% |
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