+1,135.3%
MPC vs BBWI
-45.0%
+1,180.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.6% | -7.7% | +10.3% | +4.3% |
| 30D | -12.2% | +24.8% | -37.0% | -16.6% |
| 3M | +20.1% | +16.2% | +3.8% | +15.2% |
| 6M | +60.6% | +15.8% | +44.8% | +52.1% |
| YTD | +150.6% | +11.4% | +139.1% | +134.6% |
| 1Y | +104.7% | +3.2% | +101.5% | +92.9% |
| 3Y | +194.5% | -23.5% | +218.0% | +184.2% |
| 5Y | +582.3% | -67.4% | +649.7% | +678.9% |
| 10Y | +1,135.3% | -46.0% | +1,181.3% | +772.7% |
| All | +1,135.3% | -45.0% | +1,180.2% | +772.7% |
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