+237.4%
MP vs EXC
+118.5%
+118.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.7% | -6.2% |
| 7D | -19.0% | +1.4% | -20.3% | -19.3% |
| 30D | -30.5% | +11.6% | -42.1% | -32.3% |
| 3M | -29.6% | +2.7% | -32.2% | -30.1% |
| 6M | -50.4% | +2.7% | -53.1% | -51.1% |
| YTD | -33.2% | +9.7% | -42.9% | -36.1% |
| 1Y | -38.6% | +4.5% | -43.1% | -40.2% |
| 3Y | +105.5% | +28.5% | +77.0% | +79.5% |
| 5Y | -7.8% | +43.9% | -51.8% | -22.2% |
| All | +237.4% | +118.5% | +118.9% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling