+1,079.5%
MPC vs BBWI
-43.7%
+1,123.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.5% |
| 7D | -16.2% | -6.2% | -10.0% | -15.2% |
| 30D | -15.7% | +19.9% | -35.7% | -19.3% |
| 3M | +24.9% | +7.1% | +17.8% | +21.7% |
| 6M | +52.7% | +13.7% | +39.0% | +45.1% |
| YTD | +131.9% | +9.6% | +122.3% | +117.8% |
| 1Y | +96.6% | -1.6% | +98.3% | +87.3% |
| 3Y | +163.8% | -25.9% | +189.7% | +156.3% |
| 5Y | +533.1% | -67.8% | +600.9% | +624.5% |
| All | +1,079.5% | -43.7% | +1,123.2% | +773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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