+601.0%
MPC vs BBWI
-67.6%
+668.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.3% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -14.5% | +12.9% | -27.4% | -15.9% |
| 3M | +16.7% | +16.0% | +0.7% | +14.1% |
| 6M | +67.6% | +16.6% | +50.9% | +62.4% |
| YTD | +157.9% | +9.7% | +148.2% | +149.2% |
| 1Y | +116.7% | +1.5% | +115.2% | +110.6% |
| 3Y | +199.8% | -21.4% | +221.1% | +195.6% |
| All | +601.0% | -67.6% | +668.6% | +689.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling