+180.6%
MPC vs EXC
+22.2%
+158.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +5.4% | +0.3% | +5.2% | +5.4% |
| 30D | +31.0% | -3.7% | +34.7% | +30.9% |
| 3M | +46.0% | -1.3% | +47.3% | +45.9% |
| 6M | +77.3% | -9.7% | +87.0% | +77.3% |
| YTD | +141.9% | +2.9% | +139.0% | +141.6% |
| 1Y | +120.9% | +4.4% | +116.5% | +120.2% |
| All | +180.6% | +22.2% | +158.4% | +169.3% |
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