+23.3%
BA vs MPC
+1,171.2%
-1,147.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -1.1% | +11.2% | -12.3% | -6.0% |
| 30D | -7.1% | -14.5% | +7.4% | -0.5% |
| 3M | -25.5% | +16.7% | -42.2% | -31.6% |
| 6M | -28.7% | +67.6% | -96.3% | -46.1% |
| YTD | -21.0% | +157.9% | -178.9% | -53.2% |
| 1Y | -11.9% | +116.7% | -128.5% | -43.1% |
| 3Y | -16.2% | +199.8% | -215.9% | -57.1% |
| 5Y | -22.4% | +604.4% | -626.8% | -77.2% |
| All | +23.3% | +1,171.2% | -1,147.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling