+163.8%
MPC vs EWT
+136.7%
+27.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.9% |
| 7D | -16.2% | -11.7% | -4.4% | -14.4% |
| 30D | -15.7% | -23.2% | +7.5% | -12.1% |
| 3M | +24.9% | -12.5% | +37.4% | +27.1% |
| 6M | +52.7% | -5.9% | +58.6% | +51.4% |
| YTD | +131.9% | +40.5% | +91.4% | +101.5% |
| 1Y | +96.6% | +43.7% | +52.9% | +69.3% |
| 3Y | +163.8% | +136.6% | +27.1% | +77.3% |
| All | +163.8% | +136.7% | +27.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling