+534.5%
MPC vs ED
+80.7%
+453.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -16.2% | +1.6% | -17.8% | -16.4% |
| 30D | -15.7% | +13.3% | -29.0% | -17.2% |
| 3M | +24.9% | +9.7% | +15.2% | +23.2% |
| 6M | +52.7% | +12.8% | +39.9% | +50.0% |
| YTD | +131.9% | +22.3% | +109.5% | +125.0% |
| 1Y | +96.6% | +26.3% | +70.3% | +89.8% |
| 3Y | +163.8% | +45.0% | +118.8% | +140.7% |
| All | +534.5% | +80.7% | +453.8% | +427.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling