+184.8%
MPC vs EXPE
+126.3%
+58.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -8.8% | -11.2% | +2.4% | -8.0% |
| 30D | -14.4% | -7.5% | -6.9% | -14.0% |
| 3M | +21.9% | -19.1% | +41.0% | +23.9% |
| 6M | +60.1% | +10.7% | +49.4% | +56.4% |
| YTD | +142.3% | -9.9% | +152.2% | +141.6% |
| 1Y | +101.7% | -4.6% | +106.3% | +98.3% |
| 3Y | +184.8% | +116.8% | +68.0% | +118.8% |
| All | +184.8% | +126.3% | +58.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling