+101.7%
MPC vs EXPE
-2.5%
+104.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.3% |
| 7D | -8.8% | -11.2% | +2.4% | -9.3% |
| 30D | -14.4% | -7.5% | -6.9% | -14.4% |
| 3M | +21.9% | -19.1% | +41.0% | +20.4% |
| 6M | +60.1% | +10.7% | +49.4% | +64.0% |
| YTD | +142.3% | -9.9% | +152.2% | +139.5% |
| 1Y | +101.7% | -4.6% | +106.3% | +98.0% |
| All | +101.7% | -2.5% | +104.2% | +98.0% |
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