+1,008.9%
BE vs MPC
+591.2%
+417.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +8.6% |
| 7D | +29.8% | +3.9% | +25.9% | +27.6% |
| 30D | +26.4% | +33.8% | -7.4% | +9.7% |
| 3M | +9.3% | +49.9% | -40.5% | -11.0% |
| 6M | +105.1% | +80.9% | +24.1% | +50.2% |
| YTD | +219.0% | +147.4% | +71.6% | +99.4% |
| 1Y | +418.8% | +123.2% | +295.6% | +241.0% |
| 3Y | +1,784.6% | +171.7% | +1,612.8% | +969.5% |
| 5Y | +1,251.0% | +678.6% | +572.4% | +320.9% |
| All | +1,008.9% | +591.2% | +417.7% | +214.4% |
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