+153.3%
MP vs EXPE
+176.2%
-22.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | -2.9% | -9.5% | +6.7% | -0.6% |
| 30D | +13.8% | -6.6% | +20.4% | +15.4% |
| 3M | -16.7% | +31.4% | -48.1% | -23.2% |
| 6M | -11.5% | +35.2% | -46.7% | -19.7% |
| YTD | +7.9% | +5.8% | +2.1% | +3.6% |
| 1Y | -15.0% | +38.7% | -53.7% | -26.2% |
| All | +153.3% | +176.2% | -22.9% | +77.8% |
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