+167.0%
MPC vs ED
+48.1%
+119.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -3.9% |
| 7D | -12.8% | +5.2% | -17.9% | -12.6% |
| 30D | -12.7% | +15.5% | -28.3% | -12.5% |
| 3M | +27.1% | +13.0% | +14.0% | +27.2% |
| 6M | +45.8% | +13.1% | +32.7% | +46.1% |
| YTD | +134.7% | +25.3% | +109.4% | +136.1% |
| 1Y | +106.0% | +30.5% | +75.5% | +107.6% |
| All | +167.0% | +48.1% | +119.0% | +152.9% |
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 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