-37.3%
MP vs EXPE
-1.9%
-35.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +11.0% | -4.2% | +15.2% | +10.9% |
| 30D | -11.7% | -4.5% | -7.2% | -11.4% |
| 3M | -30.8% | -19.7% | -11.1% | -30.9% |
| 6M | -42.9% | +18.3% | -61.2% | -42.7% |
| YTD | -25.9% | -7.3% | -18.5% | -30.0% |
| 1Y | -37.3% | -3.9% | -33.4% | -40.9% |
| All | -37.3% | -1.9% | -35.3% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling