+26.5%
BAC vs MPC
+120.1%
-93.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.6% | +5.4% | -4.9% | +0.3% |
| 30D | -0.9% | +31.0% | -31.9% | -2.4% |
| 3M | +16.3% | +46.0% | -29.7% | +13.5% |
| 6M | +26.0% | +77.3% | -51.3% | +19.6% |
| YTD | +15.2% | +141.9% | -126.7% | +2.7% |
| 1Y | +26.5% | +120.9% | -94.4% | +13.5% |
| All | +26.5% | +120.1% | -93.6% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling