+117.2%
MPC vs ECL
+23.8%
+93.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -6.3% |
| 7D | -10.9% | +7.7% | -18.6% | -7.4% |
| 30D | -9.4% | +13.7% | -23.1% | -3.4% |
| 3M | +26.0% | +11.6% | +14.4% | +33.4% |
| 6M | +56.5% | +23.9% | +32.6% | +74.2% |
| YTD | +144.3% | +21.0% | +123.3% | +169.6% |
| 1Y | +117.2% | +23.1% | +94.1% | +140.2% |
| All | +117.2% | +23.8% | +93.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling