-43.2%
MP vs EXPE
-2.5%
-40.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.5% |
| 7D | -3.6% | -11.2% | +7.6% | -3.5% |
| 30D | -21.0% | -7.5% | -13.5% | -20.8% |
| 3M | -33.3% | -19.1% | -14.2% | -33.4% |
| 6M | -45.9% | +10.7% | -56.7% | -45.7% |
| YTD | -27.8% | -9.9% | -17.9% | -32.0% |
| 1Y | -43.2% | -4.6% | -38.6% | -46.5% |
| All | -43.2% | -2.5% | -40.7% | -46.5% |
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