+675.5%
BE vs MPC
+577.5%
+98.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.6% | +7.3% | +9.8% |
| 7D | -1.2% | -9.4% | +8.2% | +3.8% |
| 30D | -30.9% | -14.3% | -16.6% | -26.0% |
| 3M | -11.6% | +31.1% | -42.7% | -23.3% |
| 6M | -25.7% | +60.3% | -86.0% | -42.4% |
| YTD | +123.1% | +142.5% | -19.4% | +39.4% |
| 1Y | +43.4% | +104.6% | -61.2% | -2.4% |
| 3Y | +1,683.6% | +191.7% | +1,491.9% | +866.2% |
| 5Y | +465.4% | +549.2% | -83.8% | +92.1% |
| All | +675.5% | +577.5% | +98.0% | +119.9% |
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