+3,005.7%
MPC vs EXC
+182.2%
+2,823.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | -12.8% | +1.4% | -14.1% | -13.4% |
| 30D | -12.7% | +11.6% | -24.4% | -17.6% |
| 3M | +27.1% | +2.7% | +24.4% | +24.8% |
| 6M | +45.8% | +2.7% | +43.1% | +42.6% |
| YTD | +134.7% | +9.7% | +125.0% | +119.9% |
| 1Y | +106.0% | +4.5% | +101.5% | +97.8% |
| 3Y | +165.5% | +28.5% | +137.0% | +120.5% |
| 5Y | +540.9% | +43.9% | +497.0% | +383.2% |
| 10Y | +1,133.6% | +183.7% | +949.9% | +552.5% |
| All | +3,005.7% | +182.2% | +2,823.5% | +1,620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling