+287.6%
MP vs EXEL
+183.8%
+103.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | -3.0% | +13.1% | -16.1% | -5.7% |
| 3M | -30.4% | +36.3% | -66.7% | -35.2% |
| 6M | -39.2% | +34.5% | -73.7% | -43.4% |
| YTD | -23.3% | +57.4% | -80.7% | -31.4% |
| 1Y | -32.6% | +62.9% | -95.6% | -40.3% |
| 3Y | +159.3% | +229.5% | -70.2% | +86.6% |
| 5Y | -16.4% | +281.2% | -297.7% | -42.5% |
| All | +287.6% | +183.8% | +103.8% | +187.8% |
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