+180.6%
MPC vs BAX
-32.5%
+213.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +5.4% | -1.1% | +6.6% | +5.6% |
| 30D | +31.0% | -5.5% | +36.4% | +32.0% |
| 3M | +46.0% | +33.5% | +12.5% | +39.0% |
| 6M | +77.3% | +35.9% | +41.5% | +67.8% |
| YTD | +141.9% | +35.4% | +106.6% | +128.1% |
| 1Y | +120.9% | +9.8% | +111.2% | +116.5% |
| All | +180.6% | -32.5% | +213.1% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling