+163.8%
MPC vs EXEL
+231.1%
-67.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -16.2% | +0.3% | -16.4% | -16.2% |
| 30D | -15.7% | +19.0% | -34.8% | -15.9% |
| 3M | +24.9% | +33.3% | -8.4% | +24.5% |
| 6M | +52.7% | +42.9% | +9.8% | +51.6% |
| YTD | +131.9% | +58.7% | +73.1% | +129.0% |
| 1Y | +96.6% | +70.5% | +26.1% | +93.1% |
| 3Y | +163.8% | +233.8% | -70.0% | +140.6% |
| All | +163.8% | +231.1% | -67.3% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling