+251.7%
BAC vs MPC
+1,165.8%
-914.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +0.5% |
| 7D | +2.0% | -9.4% | +11.4% | +5.7% |
| 30D | -6.9% | -14.3% | +7.4% | -1.8% |
| 3M | -19.6% | +31.1% | -50.7% | -29.0% |
| 6M | -0.5% | +60.3% | -60.7% | -19.7% |
| YTD | -6.6% | +142.5% | -149.1% | -37.8% |
| 1Y | -3.0% | +104.6% | -107.5% | -30.6% |
| 3Y | +97.3% | +191.7% | -94.4% | +16.8% |
| 5Y | +21.9% | +549.2% | -527.3% | -51.2% |
| 10Y | +251.7% | +1,106.2% | -854.6% | -3.2% |
| All | +251.7% | +1,165.8% | -914.1% | -3.2% |
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