+1,171.8%
MPC vs EXC
+205.3%
+966.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.3% |
| 7D | +11.2% | +1.4% | +9.9% | +10.5% |
| 30D | -14.5% | +8.6% | -23.1% | -18.3% |
| 3M | +16.7% | +2.4% | +14.3% | +14.8% |
| 6M | +67.6% | +6.5% | +61.1% | +60.4% |
| YTD | +157.9% | +9.0% | +148.9% | +141.5% |
| 1Y | +116.7% | +4.6% | +112.1% | +107.4% |
| 3Y | +199.8% | +33.5% | +166.3% | +138.6% |
| 5Y | +604.4% | +41.4% | +563.0% | +417.5% |
| All | +1,171.8% | +205.3% | +966.5% | +600.9% |
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