+3,101.0%
MPC vs EL
+150.5%
+2,950.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.7% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | +31.0% | +19.8% | +11.1% | +22.3% |
| 3M | +46.0% | +25.7% | +20.3% | +33.5% |
| 6M | +77.3% | +5.4% | +71.9% | +69.1% |
| YTD | +141.9% | +0.2% | +141.7% | +130.9% |
| 1Y | +120.9% | +20.4% | +100.5% | +93.8% |
| 3Y | +182.7% | -32.1% | +214.8% | +189.1% |
| 5Y | +646.4% | -67.2% | +713.6% | +948.1% |
| 10Y | +1,138.7% | +31.7% | +1,107.0% | +698.4% |
| All | +3,101.0% | +150.5% | +2,950.5% | +1,283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling