+3,005.7%
MPC vs ECL
+565.0%
+2,440.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.3% |
| 7D | -12.8% | +1.7% | -14.4% | -13.8% |
| 30D | -12.7% | +8.9% | -21.6% | -17.2% |
| 3M | +27.1% | +7.4% | +19.7% | +21.1% |
| 6M | +45.8% | +19.3% | +26.5% | +29.0% |
| YTD | +134.7% | +17.4% | +117.3% | +106.8% |
| 1Y | +106.0% | +19.4% | +86.6% | +79.1% |
| 3Y | +165.5% | +80.5% | +85.0% | +69.8% |
| 5Y | +540.9% | +40.2% | +500.7% | +368.9% |
| 10Y | +1,133.6% | +207.8% | +925.8% | +397.9% |
| All | +3,005.7% | +565.0% | +2,440.6% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling