+263.2%
BAC vs MPC
+1,096.9%
-833.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.2% | -16.2% | +15.0% | +5.6% |
| 30D | -7.7% | -15.7% | +8.1% | -2.0% |
| 3M | -21.2% | +24.9% | -46.1% | -29.1% |
| 6M | -6.8% | +52.7% | -59.5% | -23.5% |
| YTD | -8.7% | +131.9% | -140.6% | -38.1% |
| 1Y | -5.3% | +96.6% | -101.9% | -31.3% |
| 3Y | +87.4% | +163.8% | -76.3% | +15.6% |
| 5Y | +18.9% | +533.1% | -514.2% | -52.1% |
| All | +263.2% | +1,096.9% | -833.7% | -2.3% |
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