+254.1%
MP vs EXPE
+217.9%
+36.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +6.6% |
| 7D | -10.5% | -9.3% | -1.2% | -8.2% |
| 30D | -23.5% | +0.1% | -23.7% | -24.6% |
| 3M | -25.4% | -15.3% | -10.1% | -22.5% |
| 6M | -51.3% | +5.5% | -56.7% | -54.0% |
| YTD | -29.9% | -8.0% | -21.9% | -32.2% |
| 1Y | -31.8% | +18.9% | -50.7% | -41.1% |
| 3Y | +127.0% | +135.5% | -8.5% | +37.4% |
| 5Y | -3.3% | +44.3% | -47.6% | -33.7% |
| All | +254.1% | +217.9% | +36.2% | +99.7% |
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