+184.8%
MPC vs EL
+3.4%
+181.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -8.8% | +7.6% | -16.5% | -9.4% |
| 30D | -14.4% | +15.7% | -30.1% | -15.4% |
| 3M | +21.9% | +30.5% | -8.6% | +18.8% |
| 6M | +60.1% | +32.5% | +27.6% | +55.3% |
| YTD | +142.3% | +9.4% | +132.9% | +139.7% |
| 1Y | +101.7% | +28.4% | +73.3% | +93.0% |
| 3Y | +184.8% | +4.4% | +180.3% | +154.2% |
| All | +184.8% | +3.4% | +181.4% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling