+641.7%
BE vs MPC
+576.9%
+64.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -13.4% | -8.8% | -4.5% | -9.2% |
| 30D | -33.9% | -14.4% | -19.5% | -29.2% |
| 3M | -12.0% | +21.9% | -33.9% | -20.7% |
| 6M | -29.0% | +60.1% | -89.1% | -44.9% |
| YTD | +113.4% | +142.3% | -28.9% | +33.4% |
| 1Y | +33.2% | +101.7% | -68.5% | -8.7% |
| 3Y | +1,659.2% | +184.8% | +1,474.4% | +865.7% |
| 5Y | +461.4% | +564.6% | -103.2% | +88.2% |
| All | +641.7% | +576.9% | +64.7% | +110.4% |
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 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