-32.6%
MP vs EXEL
+60.1%
-92.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.4% |
| 3M | -30.4% | +36.3% | -66.7% | -34.8% |
| 6M | -39.2% | +34.5% | -73.7% | -42.9% |
| YTD | -23.3% | +57.4% | -80.7% | -31.9% |
| 1Y | -32.6% | +62.9% | -95.6% | -40.4% |
| All | -32.6% | +60.1% | -92.8% | -40.4% |
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 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