+117.2%
MPC vs EL
+25.6%
+91.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.4% | -7.1% |
| 7D | -10.9% | +2.5% | -13.4% | -10.4% |
| 30D | -9.4% | +20.1% | -29.5% | -6.5% |
| 3M | +26.0% | +29.3% | -3.3% | +31.6% |
| 6M | +56.5% | +38.8% | +17.8% | +65.5% |
| YTD | +144.3% | +8.1% | +136.2% | +157.9% |
| 1Y | +117.2% | +22.3% | +94.9% | +133.3% |
| All | +117.2% | +25.6% | +91.6% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling