+601.4%
MPC vs BAX
-64.3%
+665.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.8% |
| 7D | +9.4% | +0.4% | +9.1% | +9.4% |
| 30D | -13.4% | +3.4% | -16.9% | -14.0% |
| 3M | +18.9% | -4.5% | +23.3% | +19.5% |
| 6M | +64.9% | +44.0% | +20.9% | +53.9% |
| YTD | +156.8% | +34.9% | +121.9% | +140.7% |
| 1Y | +113.2% | +37.9% | +75.3% | +98.8% |
| 3Y | +201.8% | -17.1% | +218.9% | +204.2% |
| 5Y | +601.4% | -64.3% | +665.6% | +711.9% |
| All | +601.4% | -64.3% | +665.7% | +711.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling