+153.3%
MP vs EXE
+18.5%
+134.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +13.8% | +8.5% | +5.4% | +11.4% |
| 3M | -16.7% | +5.5% | -22.2% | -18.0% |
| 6M | -11.5% | -5.9% | -5.6% | -10.2% |
| YTD | +7.9% | -9.7% | +17.7% | +10.1% |
| 1Y | -15.0% | +3.6% | -18.6% | -20.2% |
| All | +153.3% | +18.5% | +134.7% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling