+3,005.7%
MPC vs EXEL
+672.0%
+2,333.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.6% | -3.1% |
| 7D | -12.8% | +3.8% | -16.6% | -13.2% |
| 30D | -12.7% | +17.8% | -30.5% | -14.8% |
| 3M | +27.1% | +21.2% | +5.9% | +23.3% |
| 6M | +45.8% | +54.7% | -8.9% | +35.9% |
| YTD | +134.7% | +56.8% | +77.9% | +117.5% |
| 1Y | +106.0% | +70.2% | +35.8% | +88.4% |
| 3Y | +165.5% | +227.2% | -61.7% | +114.4% |
| 5Y | +540.9% | +254.9% | +286.0% | +403.1% |
| 10Y | +1,133.6% | +476.9% | +656.7% | +774.9% |
| All | +3,005.7% | +672.0% | +2,333.7% | +1,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling