+601.0%
MPC vs EL
-65.2%
+666.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +11.2% | +1.5% | +9.7% | +11.0% |
| 30D | -14.5% | +10.0% | -24.5% | -15.5% |
| 3M | +16.7% | +28.4% | -11.7% | +12.6% |
| 6M | +67.6% | +37.1% | +30.5% | +59.6% |
| YTD | +157.9% | +7.8% | +150.1% | +152.4% |
| 1Y | +116.7% | +26.0% | +90.6% | +105.3% |
| 3Y | +199.8% | +3.8% | +195.9% | +179.2% |
| All | +601.0% | -65.2% | +666.2% | +727.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling