+267.3%
MP vs EXPE
+218.6%
+48.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.1% |
| 7D | +2.3% | -17.8% | +20.0% | +9.1% |
| 30D | -15.3% | -3.2% | -12.1% | -15.4% |
| 3M | -33.5% | -19.0% | -14.5% | -29.8% |
| 6M | -45.5% | +17.7% | -63.2% | -50.6% |
| YTD | -27.3% | -7.8% | -19.5% | -29.7% |
| 1Y | -40.7% | -1.4% | -39.4% | -44.6% |
| 3Y | +145.9% | +121.9% | +23.9% | +53.0% |
| 5Y | -13.9% | +44.3% | -58.2% | -41.0% |
| All | +267.3% | +218.6% | +48.7% | +107.0% |
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