+42.9%
MP vs EXE
+191.4%
-148.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +13.8% | +8.5% | +5.4% | +9.6% |
| 3M | -16.7% | +5.5% | -22.2% | -19.1% |
| 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% | -20.9% |
| 3Y | +153.5% | +18.0% | +135.5% | +113.0% |
| 5Y | +58.7% | +109.4% | -50.8% | -7.5% |
| All | +42.9% | +191.4% | -148.5% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling