+911.5%
BE vs MPC
+575.8%
+335.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.2% |
| 7D | +20.0% | +5.4% | +14.5% | +17.0% |
| 30D | +7.9% | +31.0% | -23.1% | -5.5% |
| 3M | -13.2% | +46.0% | -59.2% | -28.5% |
| 6M | +53.5% | +77.3% | -23.9% | +13.2% |
| YTD | +191.0% | +141.9% | +49.1% | +83.7% |
| 1Y | +360.5% | +120.9% | +239.6% | +203.8% |
| 3Y | +1,568.0% | +182.7% | +1,385.3% | +824.3% |
| 5Y | +1,055.2% | +646.4% | +408.8% | +267.4% |
| All | +911.5% | +575.8% | +335.7% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling