+264.6%
MP vs EXEL
+190.3%
+74.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -3.6% | -2.4% | -1.2% | -3.0% |
| 30D | -21.0% | +17.9% | -38.9% | -23.9% |
| 3M | -33.3% | +33.3% | -66.6% | -37.6% |
| 6M | -45.9% | +46.6% | -92.5% | -50.7% |
| YTD | -27.8% | +61.0% | -88.9% | -35.8% |
| 1Y | -43.2% | +70.4% | -113.6% | -50.2% |
| 3Y | +144.0% | +236.1% | -92.1% | +74.9% |
| 5Y | -6.1% | +284.8% | -290.9% | -35.6% |
| All | +264.6% | +190.3% | +74.3% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling