-4.5%
MP vs EXE
+161.7%
-166.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -4.5% |
| 7D | -3.6% | -2.2% | -1.4% | -2.6% |
| 30D | -21.0% | -0.3% | -20.7% | -21.0% |
| 3M | -33.3% | -9.3% | -24.0% | -30.6% |
| 6M | -45.9% | -7.2% | -38.7% | -44.8% |
| YTD | -27.8% | -18.9% | -8.9% | -22.9% |
| 1Y | -43.2% | -21.7% | -21.5% | -38.4% |
| 3Y | +144.0% | +21.0% | +123.1% | +99.6% |
| 5Y | -6.1% | +76.0% | -82.1% | -39.7% |
| All | -4.5% | +161.7% | -166.2% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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