+1,135.3%
MPC vs EXC
+197.6%
+937.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +2.6% | -1.4% | +3.9% | +3.3% |
| 30D | -12.2% | +8.3% | -20.5% | -16.0% |
| 3M | +20.1% | +2.6% | +17.5% | +18.0% |
| 6M | +60.6% | +5.2% | +55.4% | +54.7% |
| YTD | +150.6% | +7.5% | +143.0% | +136.3% |
| 1Y | +104.7% | +3.2% | +101.5% | +97.3% |
| 3Y | +194.5% | +29.5% | +164.9% | +138.6% |
| 5Y | +582.3% | +39.7% | +542.6% | +404.6% |
| 10Y | +1,135.3% | +200.1% | +935.2% | +585.8% |
| All | +1,135.3% | +197.6% | +937.7% | +585.8% |
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