+1,166.2%
MPC vs ECL
+192.9%
+973.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | -13.4% | +6.6% | -20.0% | -16.4% |
| 3M | +18.9% | +9.6% | +9.3% | +12.9% |
| 6M | +64.9% | +21.6% | +43.3% | +46.9% |
| YTD | +156.8% | +16.9% | +139.9% | +130.5% |
| 1Y | +113.2% | +17.9% | +95.3% | +90.0% |
| 3Y | +201.8% | +76.5% | +125.3% | +103.9% |
| 5Y | +601.4% | +36.6% | +564.7% | +451.8% |
| All | +1,166.2% | +192.9% | +973.4% | +493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling