+254.1%
MP vs EXC
+114.2%
+139.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.4% |
| 7D | -10.5% | -1.2% | -9.3% | -10.3% |
| 30D | -23.5% | +10.0% | -33.5% | -25.3% |
| 3M | -25.4% | +1.6% | -27.1% | -25.9% |
| 6M | -51.3% | +3.3% | -54.5% | -52.1% |
| YTD | -29.9% | +7.6% | -37.5% | -32.7% |
| 1Y | -31.8% | +3.5% | -35.3% | -33.6% |
| 3Y | +127.0% | +27.7% | +99.3% | +97.7% |
| 5Y | -3.3% | +41.1% | -44.4% | -18.0% |
| All | +254.1% | +114.2% | +139.9% | +165.5% |
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