+1,079.5%
MPC vs EXC
+175.8%
+903.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.2% |
| 7D | -16.2% | -1.2% | -15.0% | -15.8% |
| 30D | -15.7% | +10.0% | -25.7% | -20.0% |
| 3M | +24.9% | +1.6% | +23.3% | +23.3% |
| 6M | +52.7% | +3.3% | +49.4% | +48.5% |
| YTD | +131.9% | +7.6% | +124.3% | +118.8% |
| 1Y | +96.6% | +3.5% | +93.2% | +89.4% |
| 3Y | +163.8% | +27.7% | +136.1% | +116.7% |
| 5Y | +533.1% | +41.1% | +492.0% | +367.6% |
| All | +1,079.5% | +175.8% | +903.7% | +599.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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