+180.6%
MPC vs ECL
+57.4%
+123.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -2.6% | +8.0% | +5.3% |
| 30D | +31.0% | -2.2% | +33.1% | +30.9% |
| 3M | +46.0% | +10.1% | +35.9% | +45.9% |
| 6M | +77.3% | -5.7% | +83.0% | +79.8% |
| YTD | +141.9% | +7.0% | +134.9% | +140.8% |
| 1Y | +120.9% | +2.7% | +118.3% | +121.3% |
| All | +180.6% | +57.4% | +123.2% | +163.1% |
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