+707.7%
BE vs MPC
+617.4%
+90.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.8% |
| 7D | +20.5% | +9.4% | +11.1% | +15.8% |
| 30D | -23.4% | -13.4% | -9.9% | -18.2% |
| 3M | -14.9% | +18.9% | -33.7% | -22.3% |
| 6M | -28.1% | +64.9% | -93.0% | -44.9% |
| YTD | +132.4% | +156.8% | -24.4% | +41.5% |
| 1Y | +59.4% | +113.2% | -53.8% | +6.6% |
| 3Y | +1,815.8% | +201.8% | +1,614.0% | +924.2% |
| 5Y | +491.3% | +601.4% | -110.1% | +93.5% |
| All | +707.7% | +617.4% | +90.3% | +123.1% |
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