+153.3%
MP vs EXEL
+160.6%
-7.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -2.9% | +8.4% | -11.2% | -4.3% |
| 30D | +13.8% | +4.1% | +9.7% | +12.9% |
| 3M | -16.7% | +12.4% | -29.1% | -18.5% |
| 6M | -11.5% | +41.5% | -53.0% | -17.2% |
| YTD | +7.9% | +34.6% | -26.7% | +1.7% |
| 1Y | -15.0% | +57.9% | -72.9% | -22.4% |
| All | +153.3% | +160.6% | -7.4% | +112.1% |
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