+60.6%
MPC vs EXPE
+15.9%
+44.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.7% |
| 7D | +2.6% | -17.8% | +20.3% | +0.3% |
| 30D | -12.2% | -3.2% | -9.0% | -11.1% |
| 3M | +20.1% | -19.0% | +39.0% | +18.0% |
| 6M | +60.6% | +17.7% | +42.9% | +83.5% |
| All | +60.6% | +15.9% | +44.7% | +83.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling