+1,079.5%
MPC vs EL
+56.3%
+1,023.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.8% |
| 7D | -16.2% | +0.8% | -16.9% | -16.5% |
| 30D | -15.7% | +16.5% | -32.2% | -19.6% |
| 3M | +24.9% | +29.2% | -4.3% | +14.5% |
| 6M | +52.7% | +27.9% | +24.7% | +39.1% |
| YTD | +131.9% | +6.2% | +125.7% | +118.2% |
| 1Y | +96.6% | +27.2% | +69.5% | +72.8% |
| 3Y | +163.8% | +3.2% | +160.6% | +129.5% |
| 5Y | +533.1% | -66.0% | +599.1% | +806.8% |
| All | +1,079.5% | +56.3% | +1,023.2% | +747.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling