+534.5%
MPC vs BB
-20.8%
+555.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | -16.2% | +3.8% | -20.0% | -16.4% |
| 30D | -15.7% | -0.3% | -15.4% | -15.9% |
| 3M | +24.9% | -0.5% | +25.4% | +24.3% |
| 6M | +52.7% | +45.9% | +6.7% | +46.4% |
| YTD | +131.9% | +130.6% | +1.2% | +113.2% |
| 1Y | +96.6% | +89.2% | +7.5% | +83.8% |
| 3Y | +163.8% | +137.5% | +26.3% | +136.1% |
| All | +534.5% | -20.8% | +555.3% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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