+1,098.3%
MPC vs BBWI
-44.4%
+1,142.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -8.8% | -4.2% | -4.6% | -8.1% |
| 30D | -14.4% | +24.9% | -39.2% | -18.7% |
| 3M | +21.9% | +13.2% | +8.7% | +17.6% |
| 6M | +60.1% | +12.1% | +48.0% | +52.7% |
| YTD | +142.3% | +11.1% | +131.2% | +127.0% |
| 1Y | +101.7% | +0.7% | +101.0% | +91.2% |
| 3Y | +184.8% | -23.8% | +208.5% | +175.0% |
| 5Y | +564.6% | -66.9% | +631.5% | +655.4% |
| 10Y | +1,098.3% | -45.3% | +1,143.7% | +751.4% |
| All | +1,098.3% | -44.4% | +1,142.7% | +751.4% |
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