+191.7%
MPC vs ECL
+78.6%
+113.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.7% |
| 7D | -9.4% | -0.5% | -8.9% | -9.4% |
| 30D | -14.3% | +8.8% | -23.2% | -13.8% |
| 3M | +31.1% | +7.8% | +23.3% | +31.8% |
| 6M | +60.3% | +21.3% | +39.0% | +61.1% |
| YTD | +142.5% | +17.8% | +124.7% | +142.8% |
| 1Y | +104.6% | +21.1% | +83.5% | +103.8% |
| 3Y | +191.7% | +80.1% | +111.6% | +162.0% |
| All | +191.7% | +78.6% | +113.1% | +162.0% |
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