+167.0%
MPC vs EXC
+28.8%
+138.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.9% |
| 7D | -12.8% | +1.4% | -14.1% | -12.7% |
| 30D | -12.7% | +11.6% | -24.4% | -12.4% |
| 3M | +27.1% | +2.7% | +24.4% | +27.2% |
| 6M | +45.8% | +2.7% | +43.1% | +45.9% |
| YTD | +134.7% | +9.7% | +125.0% | +135.4% |
| 1Y | +106.0% | +4.5% | +101.5% | +106.8% |
| All | +167.0% | +28.8% | +138.2% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling