+540.9%
MPC vs EXC
+43.9%
+497.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | -12.8% | +1.4% | -14.1% | -13.0% |
| 30D | -12.7% | +11.6% | -24.4% | -14.3% |
| 3M | +27.1% | +2.7% | +24.4% | +26.4% |
| 6M | +45.8% | +2.7% | +43.1% | +44.8% |
| YTD | +134.7% | +9.7% | +125.0% | +129.7% |
| 1Y | +106.0% | +4.5% | +101.5% | +103.7% |
| 3Y | +165.5% | +28.5% | +137.0% | +145.4% |
| 5Y | +540.9% | +43.9% | +497.0% | +441.8% |
| All | +540.9% | +43.9% | +497.0% | +441.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling