+55.5%
BKR vs MPC
+1,171.2%
-1,115.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +3.8% | +11.2% | -7.5% | -2.2% |
| 30D | -10.3% | -14.5% | +4.2% | -2.7% |
| 3M | -21.7% | +16.7% | -38.4% | -29.1% |
| 6M | -23.8% | +67.6% | -91.3% | -44.3% |
| YTD | +10.3% | +157.9% | -147.7% | -38.2% |
| 1Y | +5.7% | +116.7% | -111.0% | -34.6% |
| 3Y | +52.6% | +199.8% | -147.1% | -24.6% |
| 5Y | +127.1% | +604.4% | -477.3% | -33.2% |
| All | +55.5% | +1,171.2% | -1,115.7% | -68.2% |
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