+120.9%
MPC vs EXEL
+59.2%
+61.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.4% | +8.4% | -2.9% | +6.5% |
| 30D | +31.0% | +4.1% | +26.9% | +32.0% |
| 3M | +46.0% | +12.4% | +33.6% | +48.2% |
| 6M | +77.3% | +41.5% | +35.8% | +82.8% |
| YTD | +141.9% | +34.6% | +107.3% | +148.7% |
| 1Y | +120.9% | +57.9% | +63.1% | +126.7% |
| All | +120.9% | +59.2% | +61.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling