+1,079.5%
MPC vs BAX
-36.8%
+1,116.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -16.2% | +12.1% | -28.3% | -18.9% |
| 30D | -15.7% | +7.6% | -23.3% | -17.7% |
| 3M | +24.9% | -4.5% | +29.4% | +25.7% |
| 6M | +52.7% | +52.0% | +0.6% | +32.6% |
| YTD | +131.9% | +35.1% | +96.7% | +105.5% |
| 1Y | +96.6% | +43.7% | +52.9% | +70.5% |
| 3Y | +163.8% | -20.9% | +184.7% | +168.0% |
| 5Y | +533.1% | -63.5% | +596.7% | +770.0% |
| All | +1,079.5% | -36.8% | +1,116.3% | +1,503.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling