+3,005.7%
MPC vs BBWI
+40.5%
+2,965.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.2% | +2.3% | -2.4% |
| 7D | -12.8% | -3.1% | -9.7% | -12.2% |
| 30D | -12.7% | +23.1% | -35.9% | -17.4% |
| 3M | +27.1% | +7.3% | +19.8% | +23.3% |
| 6M | +45.8% | +22.6% | +23.2% | +34.9% |
| YTD | +134.7% | +13.3% | +121.4% | +116.7% |
| 1Y | +106.0% | -2.6% | +108.6% | +95.3% |
| 3Y | +165.5% | -25.9% | +191.4% | +156.5% |
| 5Y | +540.9% | -66.7% | +607.6% | +634.8% |
| 10Y | +1,133.6% | -41.6% | +1,175.2% | +883.7% |
| All | +3,005.7% | +40.5% | +2,965.2% | +1,092.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling