+1,135.3%
MPC vs EAT
+333.9%
+801.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.6% | +2.7% |
| 7D | +2.6% | -8.9% | +11.5% | +4.9% |
| 30D | -12.2% | +3.4% | -15.6% | -13.4% |
| 3M | +20.1% | -9.3% | +29.4% | +21.4% |
| 6M | +60.6% | +43.8% | +16.8% | +43.5% |
| YTD | +150.6% | +39.9% | +110.7% | +121.7% |
| 1Y | +104.7% | +89.7% | +14.9% | +65.8% |
| 3Y | +194.5% | +491.3% | -296.8% | +61.9% |
| 5Y | +582.3% | +365.4% | +216.9% | +274.8% |
| 10Y | +1,135.3% | +325.9% | +809.4% | +625.3% |
| All | +1,135.3% | +333.9% | +801.4% | +625.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling