+277.5%
MP vs EXPE
+217.8%
+59.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | -1.6% | -13.3% | +11.8% | +2.6% |
| 30D | -18.2% | -5.5% | -12.7% | -17.6% |
| 3M | -26.1% | -16.5% | -9.7% | -22.8% |
| 6M | -44.0% | +13.1% | -57.1% | -48.4% |
| YTD | -25.3% | -8.0% | -17.3% | -27.7% |
| 1Y | -35.6% | +1.1% | -36.7% | -40.4% |
| 3Y | +147.1% | +131.2% | +15.9% | +50.7% |
| 5Y | -11.3% | +39.8% | -51.0% | -38.8% |
| All | +277.5% | +217.8% | +59.7% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling