+97.3%
BAC vs MPC
+187.3%
-89.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.3% |
| 7D | +2.0% | -9.4% | +11.4% | +3.9% |
| 30D | -6.9% | -14.3% | +7.4% | -4.2% |
| 3M | -19.6% | +31.1% | -50.7% | -25.6% |
| 6M | -0.5% | +60.3% | -60.7% | -13.2% |
| YTD | -6.6% | +142.5% | -149.1% | -29.7% |
| 1Y | -3.0% | +104.6% | -107.5% | -22.7% |
| 3Y | +97.3% | +191.7% | -94.4% | +30.7% |
| All | +97.3% | +187.3% | -89.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling