+1,116.6%
MPC vs EXEL
+397.6%
+719.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.4% | +8.4% | -2.9% | +3.9% |
| 30D | +31.0% | +4.1% | +26.9% | +29.7% |
| 3M | +46.0% | +12.4% | +33.6% | +42.2% |
| 6M | +77.3% | +41.5% | +35.8% | +64.3% |
| YTD | +141.9% | +34.6% | +107.3% | +125.7% |
| 1Y | +120.9% | +57.9% | +63.1% | +98.5% |
| 3Y | +182.7% | +159.5% | +23.2% | +120.6% |
| 5Y | +646.4% | +198.5% | +448.0% | +451.1% |
| All | +1,116.6% | +397.6% | +719.0% | +720.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling