+1,098.3%
MPC vs ED
+136.7%
+961.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -8.8% | +2.1% | -11.0% | -9.5% |
| 30D | -14.4% | +12.4% | -26.8% | -17.5% |
| 3M | +21.9% | +13.1% | +8.8% | +17.3% |
| 6M | +60.1% | +14.1% | +46.1% | +53.2% |
| YTD | +142.3% | +23.1% | +119.3% | +126.0% |
| 1Y | +101.7% | +25.4% | +76.3% | +86.8% |
| 3Y | +184.8% | +47.9% | +136.9% | +143.1% |
| 5Y | +564.6% | +81.9% | +482.7% | +414.8% |
| 10Y | +1,098.3% | +141.3% | +957.1% | +805.3% |
| All | +1,098.3% | +136.7% | +961.6% | +805.3% |
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