+163.8%
MPC vs EXPE
+131.0%
+32.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.8% |
| 7D | -16.2% | -9.3% | -6.9% | -15.6% |
| 30D | -15.7% | +0.1% | -15.9% | -16.0% |
| 3M | +24.9% | -15.3% | +40.2% | +26.3% |
| 6M | +52.7% | +5.5% | +47.2% | +50.1% |
| YTD | +131.9% | -8.0% | +139.8% | +130.8% |
| 1Y | +96.6% | +18.9% | +77.8% | +84.4% |
| 3Y | +163.8% | +135.5% | +28.2% | +104.3% |
| All | +163.8% | +131.0% | +32.8% | +104.3% |
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