+1,106.2%
MPC vs EL
+63.1%
+1,043.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.8% |
| 7D | -9.4% | +8.0% | -17.4% | -11.5% |
| 30D | -14.3% | +15.4% | -29.7% | -17.9% |
| 3M | +31.1% | +28.5% | +2.6% | +20.5% |
| 6M | +60.3% | +32.2% | +28.0% | +44.7% |
| YTD | +142.5% | +9.2% | +133.3% | +126.6% |
| 1Y | +104.6% | +30.8% | +73.8% | +78.4% |
| 3Y | +191.7% | +3.7% | +188.0% | +154.7% |
| 5Y | +549.2% | -64.8% | +614.0% | +818.7% |
| 10Y | +1,106.2% | +60.0% | +1,046.2% | +767.5% |
| All | +1,106.2% | +63.1% | +1,043.2% | +767.5% |
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