+516.8%
BAC vs MPC
+2,885.5%
-2,368.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.0% |
| 7D | -2.7% | -12.8% | +10.1% | +2.5% |
| 30D | -8.0% | -12.7% | +4.7% | -3.5% |
| 3M | -20.9% | +27.1% | -48.0% | -29.6% |
| 6M | -5.4% | +45.8% | -51.1% | -21.3% |
| YTD | -8.1% | +134.7% | -142.8% | -38.7% |
| 1Y | -3.1% | +106.0% | -109.2% | -31.8% |
| 3Y | +88.1% | +165.5% | -77.4% | +14.5% |
| 5Y | +19.7% | +540.9% | -521.2% | -52.6% |
| 10Y | +275.9% | +1,133.6% | -857.8% | -3.2% |
| All | +516.8% | +2,885.5% | -2,368.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling