+3,215.7%
MPC vs EXEL
+694.4%
+2,521.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.0% |
| 30D | -12.2% | +18.2% | -30.4% | -14.3% |
| 3M | +20.1% | +37.7% | -17.7% | +14.5% |
| 6M | +60.6% | +42.2% | +18.4% | +51.8% |
| YTD | +150.6% | +61.3% | +89.3% | +131.3% |
| 1Y | +104.7% | +64.5% | +40.2% | +88.1% |
| 3Y | +194.5% | +236.7% | -42.2% | +136.9% |
| 5Y | +582.3% | +296.3% | +286.0% | +426.7% |
| 10Y | +1,135.3% | +331.1% | +804.2% | +806.8% |
| All | +3,215.7% | +694.4% | +2,521.4% | +1,896.3% |
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