+217.6%
BAC vs MPC
+1,171.2%
-953.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.2% | +11.2% | -8.0% | -1.0% |
| 30D | -0.7% | -14.5% | +13.8% | +4.9% |
| 3M | -20.0% | +16.7% | -36.7% | -25.8% |
| 6M | +3.4% | +67.6% | -64.1% | -18.0% |
| YTD | -5.7% | +157.9% | -163.7% | -38.7% |
| 1Y | -1.4% | +116.7% | -118.1% | -31.1% |
| 3Y | +97.9% | +199.8% | -101.8% | +16.1% |
| 5Y | +22.9% | +604.4% | -581.5% | -52.4% |
| All | +217.6% | +1,171.2% | -953.6% | -15.3% |
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