+52.6%
BKR vs MPC
+203.2%
-150.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +3.8% | +11.2% | -7.5% | -0.6% |
| 30D | -10.3% | -14.5% | +4.2% | -4.9% |
| 3M | -21.7% | +16.7% | -38.4% | -27.5% |
| 6M | -23.8% | +67.6% | -91.3% | -40.1% |
| YTD | +10.3% | +157.9% | -147.7% | -30.7% |
| 1Y | +5.7% | +116.7% | -111.0% | -27.5% |
| 3Y | +52.6% | +199.8% | -147.1% | -14.5% |
| All | +52.6% | +203.2% | -150.6% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling