+180.6%
MPC vs ED
+34.8%
+145.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +31.0% | -0.1% | +31.1% | +31.0% |
| 3M | +46.0% | +3.9% | +42.1% | +46.0% |
| 6M | +77.3% | -3.0% | +80.3% | +77.3% |
| YTD | +141.9% | +10.7% | +131.2% | +142.1% |
| 1Y | +120.9% | +13.3% | +107.6% | +121.0% |
| All | +180.6% | +34.8% | +145.8% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling