+116.3%
MP vs EXEL
+227.0%
-110.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.5% | -5.1% |
| 7D | -19.0% | +3.8% | -22.8% | -19.5% |
| 30D | -30.5% | +17.8% | -48.3% | -32.5% |
| 3M | -29.6% | +21.2% | -50.8% | -32.1% |
| 6M | -50.4% | +54.7% | -105.1% | -54.3% |
| YTD | -33.2% | +56.8% | -90.0% | -38.7% |
| 1Y | -38.6% | +70.2% | -108.8% | -44.4% |
| All | +116.3% | +227.0% | -110.8% | +63.1% |
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