+117.2%
MPC vs BAX
+46.0%
+71.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -8.0% |
| 7D | -10.9% | +4.1% | -15.0% | -10.7% |
| 30D | -9.4% | +9.4% | -18.8% | -9.1% |
| 3M | +26.0% | -6.5% | +32.4% | +26.9% |
| 6M | +56.5% | +59.6% | -3.1% | +53.5% |
| YTD | +144.3% | +38.9% | +105.4% | +141.0% |
| 1Y | +117.2% | +48.0% | +69.2% | +111.0% |
| All | +117.2% | +46.0% | +71.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling