+642.2%
MPC vs EWT
+153.4%
+488.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +5.4% | +4.0% | +1.5% | +4.2% |
| 30D | +31.0% | +10.3% | +20.7% | +26.9% |
| 3M | +46.0% | +6.1% | +39.9% | +42.1% |
| 6M | +77.3% | +56.6% | +20.7% | +46.1% |
| YTD | +141.9% | +76.6% | +65.3% | +87.7% |
| 1Y | +120.9% | +97.9% | +23.1% | +61.9% |
| 3Y | +182.7% | +198.0% | -15.3% | +59.5% |
| All | +642.2% | +153.4% | +488.8% | +378.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling