+3,005.7%
MPC vs EXPE
+628.0%
+2,377.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.7% | +9.8% | 0.0% |
| 7D | -12.8% | -3.6% | -9.1% | -12.5% |
| 30D | -12.7% | +4.8% | -17.5% | -14.8% |
| 3M | +27.1% | -14.6% | +41.7% | +30.9% |
| 6M | +45.8% | +10.0% | +35.8% | +37.5% |
| YTD | +134.7% | -3.3% | +138.0% | +124.9% |
| 1Y | +106.0% | +28.4% | +77.7% | +78.6% |
| 3Y | +165.5% | +145.1% | +20.4% | +77.2% |
| 5Y | +540.9% | +51.6% | +489.3% | +368.4% |
| 10Y | +1,133.6% | +128.8% | +1,004.8% | +589.1% |
| All | +3,005.7% | +628.0% | +2,377.7% | +1,060.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling