+532.2%
BE vs MPC
+600.5%
-68.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.1% |
| 7D | +10.8% | +11.2% | -0.4% | +7.1% |
| 30D | -19.8% | -14.5% | -5.3% | -15.8% |
| 3M | -18.7% | +16.7% | -35.4% | -23.6% |
| 6M | -33.7% | +67.6% | -101.3% | -45.8% |
| YTD | +121.0% | +157.9% | -37.0% | +51.2% |
| 1Y | +85.4% | +116.7% | -31.3% | +36.0% |
| 3Y | +1,709.5% | +199.8% | +1,509.8% | +1,009.0% |
| All | +532.2% | +600.5% | -68.3% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling