+737.9%
BE vs MPC
+600.0%
+137.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +3.4% | +9.6% | +11.4% |
| 7D | +4.5% | +2.6% | +1.9% | +3.9% |
| 30D | -20.1% | -12.2% | -7.9% | -15.3% |
| 3M | -0.8% | +20.1% | -20.9% | -9.8% |
| 6M | -26.2% | +60.6% | -86.8% | -42.8% |
| YTD | +141.1% | +150.6% | -9.5% | +48.6% |
| 1Y | +64.8% | +104.7% | -39.8% | +12.5% |
| 3Y | +1,887.4% | +194.5% | +1,692.9% | +975.5% |
| 5Y | +518.1% | +582.3% | -64.2% | +105.1% |
| All | +737.9% | +600.0% | +137.9% | +134.3% |
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