+1,135.3%
MPC vs EWT
+467.1%
+668.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | -0.2% |
| 7D | +2.6% | +3.2% | -0.6% | 0.0% |
| 30D | -12.2% | -12.3% | +0.1% | -5.5% |
| 3M | +20.1% | -3.6% | +23.7% | +20.7% |
| 6M | +60.6% | +3.1% | +57.5% | +49.1% |
| YTD | +150.6% | +57.7% | +92.9% | +63.7% |
| 1Y | +104.7% | +60.3% | +44.4% | +31.7% |
| 3Y | +194.5% | +163.4% | +31.1% | +14.3% |
| 5Y | +582.3% | +127.4% | +454.8% | +202.6% |
| 10Y | +1,135.3% | +462.7% | +672.6% | +112.0% |
| All | +1,135.3% | +467.1% | +668.2% | +112.0% |
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