-13.9%
MP vs EXE
+76.5%
-90.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | +2.3% | +1.5% | +0.8% | +1.6% |
| 30D | -15.3% | -0.2% | -15.1% | -15.3% |
| 3M | -33.5% | -9.2% | -24.3% | -31.0% |
| 6M | -45.5% | -7.2% | -38.3% | -44.4% |
| YTD | -27.3% | -18.3% | -9.0% | -22.8% |
| 1Y | -40.7% | -23.6% | -17.1% | -34.9% |
| 3Y | +145.9% | +21.9% | +123.9% | +100.0% |
| 5Y | -13.9% | +73.7% | -87.6% | -43.0% |
| All | -13.9% | +76.5% | -90.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling