+199.8%
MPC vs EXPE
+121.7%
+78.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +11.2% | -0.5% | +11.7% | +11.3% |
| 30D | -14.5% | -6.1% | -8.4% | -14.2% |
| 3M | +16.7% | -21.3% | +38.0% | +18.9% |
| 6M | +67.6% | +19.0% | +48.6% | +62.2% |
| YTD | +157.9% | -8.4% | +166.3% | +156.8% |
| 1Y | +116.7% | -2.8% | +119.5% | +112.6% |
| 3Y | +199.8% | +120.8% | +79.0% | +130.2% |
| All | +199.8% | +121.7% | +78.1% | +130.2% |
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