+1,116.6%
MPC vs ECL
+150.0%
+966.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -2.6% | +8.0% | +6.8% |
| 30D | +31.0% | -2.2% | +33.1% | +32.2% |
| 3M | +46.0% | +10.1% | +35.9% | +37.6% |
| 6M | +77.3% | -5.7% | +83.0% | +79.9% |
| YTD | +141.9% | +7.0% | +134.9% | +127.9% |
| 1Y | +120.9% | +2.7% | +118.3% | +111.7% |
| 3Y | +182.7% | +57.7% | +125.0% | +102.4% |
| 5Y | +646.4% | +31.1% | +615.3% | +488.9% |
| All | +1,116.6% | +150.0% | +966.6% | +528.7% |
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