+116.3%
MP vs EXPE
+142.8%
-26.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.7% | +7.7% | -3.0% |
| 7D | -19.0% | -3.6% | -15.3% | -18.6% |
| 30D | -30.5% | +4.8% | -35.2% | -31.7% |
| 3M | -29.6% | -14.6% | -14.9% | -27.7% |
| 6M | -50.4% | +10.0% | -60.4% | -52.8% |
| YTD | -33.2% | -3.3% | -29.9% | -35.1% |
| 1Y | -38.6% | +28.4% | -67.0% | -46.5% |
| All | +116.3% | +142.8% | -26.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling