+668.0%
BE vs MPC
+620.5%
+47.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.1% |
| 7D | +10.8% | +11.2% | -0.4% | +5.7% |
| 30D | -19.8% | -14.5% | -5.3% | -13.8% |
| 3M | -18.7% | +16.7% | -35.4% | -25.2% |
| 6M | -33.7% | +67.6% | -101.3% | -49.7% |
| YTD | +121.0% | +157.9% | -37.0% | +34.2% |
| 1Y | +85.4% | +116.7% | -31.3% | +22.9% |
| 3Y | +1,709.5% | +199.8% | +1,509.8% | +871.0% |
| 5Y | +462.2% | +604.4% | -142.2% | +83.6% |
| All | +668.0% | +620.5% | +47.4% | +111.7% |
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