+1,093.9%
MPC vs B
+181.7%
+912.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.9% |
| 7D | -12.8% | +4.3% | -17.1% | -13.1% |
| 30D | -12.7% | -0.9% | -11.8% | -12.8% |
| 3M | +27.1% | -1.4% | +28.4% | +26.8% |
| 6M | +45.8% | +5.0% | +40.8% | +44.1% |
| YTD | +134.7% | -5.8% | +140.5% | +133.4% |
| 1Y | +106.0% | +25.6% | +80.5% | +98.8% |
| 3Y | +165.5% | +161.6% | +3.9% | +135.7% |
| 5Y | +540.9% | +135.2% | +405.7% | +469.3% |
| All | +1,093.9% | +181.7% | +912.3% | +936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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