+120.9%
MPC vs EWT
+99.0%
+21.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +5.4% | +4.0% | +1.5% | +5.5% |
| 30D | +31.0% | +10.3% | +20.7% | +31.2% |
| 3M | +46.0% | +6.1% | +39.9% | +45.9% |
| 6M | +77.3% | +56.6% | +20.7% | +75.3% |
| YTD | +141.9% | +76.6% | +65.3% | +126.4% |
| 1Y | +120.9% | +97.9% | +23.1% | +113.3% |
| All | +120.9% | +99.0% | +21.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling