-32.6%
MP vs EXE
-23.9%
-8.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.6% |
| 7D | +9.5% | +5.3% | +4.1% | +10.4% |
| 30D | -3.0% | -2.2% | -0.8% | -3.4% |
| 3M | -30.4% | -5.9% | -24.5% | -31.2% |
| 6M | -39.2% | -5.7% | -33.5% | -39.9% |
| YTD | -23.3% | -17.8% | -5.4% | -25.1% |
| 1Y | -32.6% | -23.1% | -9.5% | -31.9% |
| All | -32.6% | -23.9% | -8.7% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling