+1,134.0%
MPC vs EWT
+493.5%
+640.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.7% |
| 7D | +3.9% | +1.6% | +2.2% | +2.7% |
| 30D | +33.8% | +8.2% | +25.6% | +26.8% |
| 3M | +49.9% | +11.1% | +38.8% | +36.6% |
| 6M | +80.9% | +60.4% | +20.5% | +21.7% |
| YTD | +147.4% | +75.6% | +71.9% | +53.6% |
| 1Y | +123.2% | +91.3% | +31.9% | +28.5% |
| 3Y | +171.7% | +200.3% | -28.6% | -1.9% |
| 5Y | +678.6% | +156.4% | +522.2% | +224.3% |
| 10Y | +1,134.0% | +495.8% | +638.2% | +114.2% |
| All | +1,134.0% | +493.5% | +640.5% | +114.2% |
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