+120.2%
BKR vs MPC
+1,179.0%
-1,058.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -7.0% | +1.8% | -8.8% | -7.9% |
| 30D | -8.1% | +14.0% | -22.1% | -14.7% |
| 3M | -6.6% | +52.2% | -58.8% | -26.7% |
| 6M | +0.9% | +75.8% | -74.9% | -27.7% |
| YTD | +31.1% | +146.3% | -115.2% | -23.3% |
| 1Y | +27.7% | +120.8% | -93.1% | -20.6% |
| 3Y | +71.2% | +172.6% | -101.4% | -9.1% |
| 5Y | +177.6% | +678.2% | -500.6% | -20.8% |
| All | +120.2% | +1,179.0% | -1,058.8% | -51.7% |
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