-43.2%
MP vs EXEL
+72.0%
-115.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -3.6% | -2.4% | -1.2% | -3.1% |
| 30D | -21.0% | +17.9% | -38.9% | -23.5% |
| 3M | -33.3% | +33.3% | -66.6% | -37.1% |
| 6M | -45.9% | +46.6% | -92.5% | -50.1% |
| YTD | -27.8% | +61.0% | -88.9% | -35.8% |
| 1Y | -43.2% | +70.4% | -113.6% | -49.7% |
| All | -43.2% | +72.0% | -115.2% | -49.7% |
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