-34.6%
MP vs EXEL
+92.4%
-127.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.2% |
| 7D | -12.5% | +9.8% | -22.3% | -14.1% |
| 30D | -23.3% | +23.6% | -47.0% | -26.5% |
| 3M | -24.4% | +29.9% | -54.3% | -28.4% |
| 6M | -45.8% | +64.7% | -110.5% | -51.2% |
| YTD | -28.9% | +66.0% | -94.9% | -36.8% |
| 1Y | -34.6% | +92.0% | -126.5% | -40.7% |
| All | -34.6% | +92.4% | -127.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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