+1,106.2%
MPC vs EXPE
+119.8%
+986.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -9.4% | -13.3% | +3.9% | -6.1% |
| 30D | -14.3% | -5.5% | -8.8% | -13.9% |
| 3M | +31.1% | -16.5% | +47.6% | +36.2% |
| 6M | +60.3% | +13.1% | +47.2% | +49.0% |
| YTD | +142.5% | -8.0% | +150.5% | +134.9% |
| 1Y | +104.6% | +1.1% | +103.5% | +90.6% |
| 3Y | +191.7% | +131.2% | +60.6% | +86.2% |
| 5Y | +549.2% | +39.8% | +509.5% | +369.3% |
| 10Y | +1,106.2% | +118.5% | +987.8% | +438.1% |
| All | +1,106.2% | +119.8% | +986.4% | +438.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling