+582.3%
MPC vs ED
+82.4%
+499.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | -12.2% | +11.2% | -23.4% | -13.5% |
| 3M | +20.1% | +11.8% | +8.3% | +18.2% |
| 6M | +60.6% | +14.1% | +46.5% | +57.5% |
| YTD | +150.6% | +23.0% | +127.6% | +143.1% |
| 1Y | +104.7% | +23.7% | +81.0% | +98.2% |
| 3Y | +194.5% | +47.7% | +146.8% | +167.6% |
| 5Y | +582.3% | +82.6% | +499.7% | +470.9% |
| All | +582.3% | +82.4% | +499.9% | +470.9% |
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 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