+2,968.0%
MPC vs BBWI
+35.9%
+2,932.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.4% |
| 7D | -16.2% | -6.2% | -10.0% | -15.0% |
| 30D | -15.7% | +19.9% | -35.7% | -19.7% |
| 3M | +24.9% | +7.1% | +17.8% | +21.2% |
| 6M | +52.7% | +13.7% | +39.0% | +44.0% |
| YTD | +131.9% | +9.6% | +122.3% | +115.8% |
| 1Y | +96.6% | -1.6% | +98.3% | +85.8% |
| 3Y | +163.8% | -25.9% | +189.7% | +154.4% |
| 5Y | +533.1% | -67.8% | +600.9% | +631.6% |
| 10Y | +1,118.6% | -43.5% | +1,162.1% | +879.4% |
| All | +2,968.0% | +35.9% | +2,932.1% | +1,086.8% |
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 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