-44.8%
MP vs EXPE
-0.4%
-44.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +4.8% |
| 7D | -10.5% | -9.3% | -1.2% | -10.3% |
| 30D | -23.5% | +0.1% | -23.7% | -23.2% |
| 3M | -25.4% | -15.3% | -10.1% | -25.5% |
| 6M | -51.3% | +5.5% | -56.7% | -51.1% |
| YTD | -29.9% | -8.0% | -21.9% | -33.9% |
| All | -44.8% | -0.4% | -44.4% | -48.0% |
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 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