+601.0%
MPC vs ECL
+38.6%
+562.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +11.2% | +2.9% | +8.4% | +10.9% |
| 30D | -14.5% | +7.5% | -22.0% | -15.1% |
| 3M | +16.7% | +12.2% | +4.4% | +15.2% |
| 6M | +67.6% | +24.6% | +43.0% | +62.7% |
| YTD | +157.9% | +18.8% | +139.2% | +151.1% |
| 1Y | +116.7% | +19.3% | +97.3% | +110.6% |
| 3Y | +199.8% | +78.2% | +121.6% | +165.6% |
| All | +601.0% | +38.6% | +562.4% | +587.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling