+163.8%
MPC vs EXE
+3.8%
+160.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -16.2% | -6.6% | -9.6% | -14.2% |
| 30D | -15.7% | -4.0% | -11.7% | -14.5% |
| 3M | +24.9% | -7.5% | +32.3% | +28.0% |
| 6M | +52.7% | -11.7% | +64.3% | +58.5% |
| YTD | +131.9% | -22.0% | +153.8% | +148.9% |
| 1Y | +96.6% | -21.8% | +118.4% | +110.6% |
| 3Y | +163.8% | +8.0% | +155.8% | +152.1% |
| All | +163.8% | +3.8% | +160.0% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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