+167.0%
MPC vs ECL
+81.2%
+85.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -4.1% |
| 7D | -12.8% | +1.7% | -14.4% | -12.6% |
| 30D | -12.7% | +8.9% | -21.6% | -12.2% |
| 3M | +27.1% | +7.4% | +19.7% | +27.8% |
| 6M | +45.8% | +19.3% | +26.5% | +46.7% |
| YTD | +134.7% | +17.4% | +117.3% | +135.0% |
| 1Y | +106.0% | +19.4% | +86.6% | +105.7% |
| All | +167.0% | +81.2% | +85.8% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling