+127.0%
MP vs EXEL
+231.1%
-104.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.7% | +4.7% |
| 7D | -10.5% | +0.3% | -10.8% | -10.5% |
| 30D | -23.5% | +19.0% | -42.6% | -25.9% |
| 3M | -25.4% | +33.3% | -58.7% | -29.2% |
| 6M | -51.3% | +42.9% | -94.1% | -54.4% |
| YTD | -29.9% | +58.7% | -88.6% | -35.8% |
| 1Y | -31.8% | +70.5% | -102.4% | -38.3% |
| 3Y | +127.0% | +233.8% | -106.8% | +70.8% |
| All | +127.0% | +231.1% | -104.1% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling