+191.7%
MPC vs BBY
+91.7%
+100.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.7% | -2.1% | +3.3% |
| 7D | -9.4% | +10.5% | -20.0% | -11.3% |
| 30D | -14.3% | +22.1% | -36.5% | -18.3% |
| 3M | +31.1% | +31.0% | +0.1% | +22.7% |
| 6M | +60.3% | +83.2% | -22.9% | +36.9% |
| YTD | +142.5% | +65.1% | +77.4% | +111.7% |
| 1Y | +104.6% | +41.6% | +62.9% | +86.5% |
| 3Y | +191.7% | +95.6% | +96.1% | +123.3% |
| All | +191.7% | +91.7% | +100.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling