+87.4%
BAC vs MPC
+160.2%
-72.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.2% | -16.2% | +15.0% | +2.4% |
| 30D | -7.7% | -15.7% | +8.1% | -4.7% |
| 3M | -21.2% | +24.9% | -46.1% | -26.4% |
| 6M | -6.8% | +52.7% | -59.5% | -18.0% |
| YTD | -8.7% | +131.9% | -140.6% | -30.7% |
| 1Y | -5.3% | +96.6% | -101.9% | -24.0% |
| 3Y | +87.4% | +163.8% | -76.3% | +27.4% |
| All | +87.4% | +160.2% | -72.7% | +27.4% |
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