+1,171.8%
MPC vs EXPE
+123.5%
+1,048.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +11.2% | -0.5% | +11.7% | +11.4% |
| 30D | -14.5% | -6.1% | -8.4% | -13.9% |
| 3M | +16.7% | -21.3% | +38.0% | +23.4% |
| 6M | +67.6% | +19.0% | +48.6% | +53.2% |
| YTD | +157.9% | -8.4% | +166.3% | +150.2% |
| 1Y | +116.7% | -2.8% | +119.5% | +104.9% |
| 3Y | +199.8% | +120.8% | +79.0% | +94.8% |
| 5Y | +604.4% | +46.2% | +558.2% | +397.0% |
| All | +1,171.8% | +123.5% | +1,048.3% | +461.6% |
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