+180.6%
MPC vs EXE
+18.5%
+162.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +31.0% | +8.5% | +22.5% | +27.6% |
| 3M | +46.0% | +5.5% | +40.6% | +43.3% |
| 6M | +77.3% | -5.9% | +83.2% | +80.2% |
| YTD | +141.9% | -9.7% | +151.6% | +148.1% |
| 1Y | +120.9% | +3.6% | +117.3% | +115.0% |
| All | +180.6% | +18.5% | +162.1% | +155.1% |
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