+117.2%
MPC vs BDX
+54.0%
+63.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.7% | -7.3% |
| 7D | -10.9% | +7.2% | -18.1% | -10.0% |
| 30D | -9.4% | +15.8% | -25.2% | -7.9% |
| 3M | +26.0% | +23.7% | +2.3% | +28.8% |
| 6M | +56.5% | +44.8% | +11.7% | +61.7% |
| YTD | +144.3% | +39.8% | +104.5% | +145.9% |
| 1Y | +117.2% | +52.3% | +64.9% | +114.1% |
| All | +117.2% | +54.0% | +63.2% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling