+1,079.5%
MPC vs ED
+129.3%
+950.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -16.2% | +1.6% | -17.8% | -16.7% |
| 30D | -15.7% | +13.3% | -29.0% | -18.9% |
| 3M | +24.9% | +9.7% | +15.2% | +21.3% |
| 6M | +52.7% | +12.8% | +39.9% | +46.7% |
| YTD | +131.9% | +22.3% | +109.5% | +117.0% |
| 1Y | +96.6% | +26.3% | +70.3% | +82.0% |
| 3Y | +163.8% | +45.0% | +118.8% | +127.5% |
| 5Y | +533.1% | +80.2% | +452.9% | +394.9% |
| All | +1,079.5% | +129.3% | +950.2% | +822.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling