+3,298.1%
MPC vs BAX
+6.3%
+3,291.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.3% |
| 7D | +9.4% | +0.4% | +9.1% | +9.3% |
| 30D | -13.4% | +3.4% | -16.9% | -14.9% |
| 3M | +18.9% | -4.5% | +23.3% | +19.8% |
| 6M | +64.9% | +44.0% | +20.9% | +40.7% |
| YTD | +156.8% | +34.9% | +121.9% | +119.7% |
| 1Y | +113.2% | +37.9% | +75.3% | +80.3% |
| 3Y | +201.8% | -17.1% | +218.9% | +197.5% |
| 5Y | +601.4% | -64.3% | +665.6% | +922.9% |
| 10Y | +1,166.0% | -35.9% | +1,201.8% | +1,121.0% |
| All | +3,298.1% | +6.3% | +3,291.9% | +1,881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling