+642.2%
MPC vs EAT
+350.4%
+291.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +31.0% | +1.9% | +29.1% | +30.5% |
| 3M | +46.0% | +68.7% | -22.6% | +36.9% |
| 6M | +77.3% | +66.9% | +10.4% | +65.0% |
| YTD | +141.9% | +60.4% | +81.5% | +126.0% |
| 1Y | +120.9% | +44.0% | +76.9% | +109.0% |
| 3Y | +182.7% | +604.7% | -422.0% | +103.3% |
| All | +642.2% | +350.4% | +291.8% | +466.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling