-24.4%
MP vs EXPE
+5.4%
-29.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.5% | -15.6% | -4.5% |
| 7D | -12.5% | +14.6% | -27.2% | -12.1% |
| 30D | -23.3% | +21.4% | -44.7% | -23.6% |
| 3M | -24.4% | +1.4% | -25.7% | -23.7% |
| All | -24.4% | +5.4% | -29.8% | -23.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling