+1,106.2%
MPC vs EWT
+418.9%
+687.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.2% | -2.6% | +0.1% |
| 7D | -9.4% | -5.0% | -4.4% | -6.9% |
| 30D | -14.3% | -16.3% | +2.0% | -5.0% |
| 3M | +31.1% | -7.2% | +38.3% | +34.9% |
| 6M | +60.3% | -0.5% | +60.7% | +52.1% |
| YTD | +142.5% | +50.6% | +92.0% | +63.3% |
| 1Y | +104.6% | +54.8% | +49.7% | +34.3% |
| 3Y | +191.7% | +155.5% | +36.2% | +15.0% |
| 5Y | +549.2% | +116.4% | +432.8% | +198.2% |
| 10Y | +1,106.2% | +421.4% | +684.8% | +124.7% |
| All | +1,106.2% | +418.9% | +687.3% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling