+1,116.6%
MPC vs EL
+32.5%
+1,084.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.6% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | +31.0% | +19.8% | +11.1% | +23.4% |
| 3M | +46.0% | +25.7% | +20.3% | +35.1% |
| 6M | +77.3% | +5.4% | +71.9% | +70.5% |
| YTD | +141.9% | +0.2% | +141.7% | +132.8% |
| 1Y | +120.9% | +20.4% | +100.5% | +96.9% |
| 3Y | +182.7% | -32.1% | +214.8% | +192.7% |
| 5Y | +646.4% | -67.2% | +713.6% | +973.9% |
| All | +1,116.6% | +32.5% | +1,084.1% | +790.9% |
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