+396.6%
BAC vs MPC
+1,131.7%
-735.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.1% | +5.4% | -4.4% | -1.1% |
| 30D | -0.4% | +31.0% | -31.4% | -10.9% |
| 3M | +16.9% | +46.0% | -29.1% | -0.6% |
| 6M | +26.6% | +77.3% | -50.7% | -1.9% |
| YTD | +15.8% | +141.9% | -126.1% | -21.8% |
| 1Y | +27.2% | +120.9% | -93.7% | -11.2% |
| 3Y | +132.4% | +182.7% | -50.3% | +41.1% |
| 5Y | +72.6% | +646.4% | -573.9% | -34.3% |
| All | +396.6% | +1,131.7% | -735.2% | +34.0% |
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