+117.2%
MPC vs EXPE
+48.9%
+68.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.5% | -18.6% | -7.0% |
| 7D | -10.9% | +14.6% | -25.6% | -9.6% |
| 30D | -9.4% | +21.4% | -30.8% | -7.6% |
| 3M | +26.0% | +1.4% | +24.6% | +26.8% |
| 6M | +56.5% | +28.6% | +27.9% | +61.4% |
| YTD | +144.3% | +12.1% | +132.1% | +148.4% |
| 1Y | +117.2% | +50.0% | +67.2% | +114.8% |
| All | +117.2% | +48.9% | +68.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling