+153.3%
MP vs EXC
+22.2%
+131.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.3% |
| 7D | -2.9% | +0.3% | -3.1% | -2.8% |
| 30D | +13.8% | -3.7% | +17.5% | +13.6% |
| 3M | -16.7% | -1.3% | -15.4% | -17.0% |
| 6M | -11.5% | -9.7% | -1.8% | -11.0% |
| YTD | +7.9% | +2.9% | +5.0% | +6.3% |
| 1Y | -15.0% | +4.4% | -19.4% | -16.5% |
| All | +153.3% | +22.2% | +131.1% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling