-11.5%
MP vs EXC
-9.1%
-2.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +0.2% |
| 7D | -2.9% | +0.3% | -3.1% | -2.5% |
| 30D | +13.8% | -3.7% | +17.5% | +9.4% |
| 3M | -16.7% | -1.3% | -15.4% | -17.0% |
| 6M | -11.5% | -9.7% | -1.8% | -12.8% |
| All | -11.5% | -9.1% | -2.4% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling