+1,106.2%
MPC vs ED
+132.0%
+974.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | -9.4% | -0.1% | -9.3% | -9.5% |
| 30D | -14.3% | +11.6% | -25.9% | -17.3% |
| 3M | +31.1% | +10.5% | +20.6% | +27.0% |
| 6M | +60.3% | +13.2% | +47.0% | +53.7% |
| YTD | +142.5% | +22.1% | +120.4% | +126.7% |
| 1Y | +104.6% | +24.2% | +80.4% | +90.1% |
| 3Y | +191.7% | +46.9% | +144.8% | +149.6% |
| 5Y | +549.2% | +80.8% | +468.4% | +403.9% |
| 10Y | +1,106.2% | +134.3% | +972.0% | +818.8% |
| All | +1,106.2% | +132.0% | +974.2% | +818.8% |
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