+1,166.2%
MPC vs EXEL
+325.9%
+840.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +9.4% | +1.6% | +7.8% | +9.1% |
| 30D | -13.4% | +17.4% | -30.8% | -16.0% |
| 3M | +18.9% | +38.6% | -19.8% | +11.6% |
| 6M | +64.9% | +41.2% | +23.7% | +53.4% |
| YTD | +156.8% | +59.3% | +97.5% | +131.5% |
| 1Y | +113.2% | +60.2% | +53.0% | +91.6% |
| 3Y | +201.8% | +232.6% | -30.8% | +122.4% |
| 5Y | +601.4% | +285.9% | +315.5% | +385.6% |
| All | +1,166.2% | +325.9% | +840.4% | +810.2% |
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