+1,171.8%
MPC vs ED
+147.1%
+1,024.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | +11.2% | +2.1% | +9.2% | +10.6% |
| 30D | -14.5% | +10.4% | -24.9% | -17.2% |
| 3M | +16.7% | +12.5% | +4.1% | +12.4% |
| 6M | +67.6% | +14.9% | +52.6% | +60.0% |
| YTD | +157.9% | +24.8% | +133.1% | +139.6% |
| 1Y | +116.7% | +23.8% | +92.8% | +101.6% |
| 3Y | +199.8% | +51.6% | +148.1% | +153.8% |
| 5Y | +604.4% | +86.4% | +518.0% | +441.0% |
| All | +1,171.8% | +147.1% | +1,024.7% | +858.9% |
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