+180.6%
MPC vs EXPE
+176.2%
+4.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +5.4% | -9.5% | +15.0% | +6.3% |
| 30D | +31.0% | -6.6% | +37.6% | +31.7% |
| 3M | +46.0% | +31.4% | +14.6% | +41.7% |
| 6M | +77.3% | +35.2% | +42.1% | +70.3% |
| YTD | +141.9% | +5.8% | +136.1% | +139.0% |
| 1Y | +120.9% | +38.7% | +82.2% | +106.7% |
| All | +180.6% | +176.2% | +4.4% | +159.5% |
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