+73.5%
BA vs MPC
+1,131.7%
-1,058.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +5.4% | -4.3% | -1.4% |
| 30D | -11.6% | +31.0% | -42.6% | -22.6% |
| 3M | -2.4% | +46.0% | -48.4% | -19.8% |
| 6M | -6.6% | +77.3% | -83.9% | -31.7% |
| YTD | -2.2% | +141.9% | -144.2% | -39.6% |
| 1Y | -8.0% | +120.9% | -128.9% | -40.9% |
| 3Y | -5.0% | +182.7% | -187.7% | -49.6% |
| 5Y | -2.7% | +646.4% | -649.1% | -72.2% |
| All | +73.5% | +1,131.7% | -1,058.3% | -66.6% |
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