+534.5%
MPC vs EAT
+361.6%
+172.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.9% |
| 7D | -16.2% | -2.6% | -13.5% | -16.0% |
| 30D | -15.7% | +11.5% | -27.2% | -16.8% |
| 3M | +24.9% | -9.1% | +34.0% | +25.6% |
| 6M | +52.7% | +40.4% | +12.2% | +45.6% |
| YTD | +131.9% | +43.9% | +87.9% | +118.9% |
| 1Y | +96.6% | +101.9% | -5.3% | +76.3% |
| 3Y | +163.8% | +489.9% | -326.1% | +96.2% |
| All | +534.5% | +361.6% | +172.9% | +401.2% |
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