+104.7%
MPC vs EWT
+60.8%
+43.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +3.3% |
| 7D | +2.6% | +3.2% | -0.6% | +2.3% |
| 30D | -12.2% | -12.3% | +0.1% | -13.4% |
| 3M | +20.1% | -3.6% | +23.7% | +19.1% |
| 6M | +60.6% | +3.1% | +57.5% | +60.8% |
| YTD | +150.6% | +57.7% | +92.9% | +138.8% |
| 1Y | +104.7% | +60.3% | +44.4% | +94.5% |
| All | +104.7% | +60.8% | +43.9% | +94.5% |
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