+1,098.3%
MPC vs BAX
-34.5%
+1,132.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | +3.6% | -12.5% | -9.8% |
| 30D | -14.4% | +8.5% | -22.9% | -16.6% |
| 3M | +21.9% | -4.9% | +26.8% | +22.9% |
| 6M | +60.1% | +47.0% | +13.1% | +40.6% |
| YTD | +142.3% | +38.4% | +103.9% | +113.2% |
| 1Y | +101.7% | +49.1% | +52.6% | +72.8% |
| 3Y | +184.8% | -14.9% | +199.7% | +181.9% |
| 5Y | +564.6% | -63.1% | +627.7% | +817.5% |
| 10Y | +1,098.3% | -35.6% | +1,133.9% | +1,466.7% |
| All | +1,098.3% | -34.5% | +1,132.8% | +1,466.7% |
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