+199.7%
BA vs MPC
+2,885.5%
-2,685.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.0% |
| 7D | -0.1% | -12.8% | +12.7% | +5.1% |
| 30D | -9.1% | -12.7% | +3.6% | -4.5% |
| 3M | -28.2% | +27.1% | -55.3% | -35.5% |
| 6M | -23.1% | +45.8% | -68.9% | -35.7% |
| YTD | -20.6% | +134.7% | -155.3% | -46.6% |
| 1Y | -12.7% | +106.0% | -118.8% | -38.2% |
| 3Y | -11.6% | +165.5% | -177.1% | -46.2% |
| 5Y | -23.1% | +540.9% | -564.1% | -69.8% |
| 10Y | +34.4% | +1,133.6% | -1,099.3% | -63.2% |
| All | +199.7% | +2,885.5% | -2,685.7% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling