+3,005.7%
MPC vs ED
+311.4%
+2,694.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.2% |
| 7D | -12.8% | +5.2% | -17.9% | -14.2% |
| 30D | -12.7% | +15.5% | -28.3% | -16.8% |
| 3M | +27.1% | +13.0% | +14.0% | +21.9% |
| 6M | +45.8% | +13.1% | +32.7% | +39.6% |
| YTD | +134.7% | +25.3% | +109.4% | +116.7% |
| 1Y | +106.0% | +30.5% | +75.5% | +87.5% |
| 3Y | +165.5% | +49.3% | +116.2% | +124.9% |
| 5Y | +540.9% | +84.6% | +456.3% | +392.5% |
| 10Y | +1,133.6% | +135.4% | +998.2% | +755.6% |
| All | +3,005.7% | +311.4% | +2,694.3% | +1,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling