+3,101.0%
MPC vs EXC
+164.6%
+2,936.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +5.4% | +0.3% | +5.2% | +5.3% |
| 30D | +31.0% | -3.7% | +34.7% | +33.3% |
| 3M | +46.0% | -1.3% | +47.3% | +46.2% |
| 6M | +77.3% | -9.7% | +87.0% | +85.2% |
| YTD | +141.9% | +2.9% | +139.0% | +134.8% |
| 1Y | +120.9% | +4.4% | +116.5% | +112.0% |
| 3Y | +182.7% | +22.2% | +160.5% | +140.7% |
| 5Y | +646.4% | +46.7% | +599.7% | +452.7% |
| 10Y | +1,138.7% | +155.3% | +983.4% | +591.8% |
| All | +3,101.0% | +164.6% | +2,936.4% | +1,736.7% |
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