+1,174.7%
MPC vs BDX
+56.2%
+1,118.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +3.2% | -3.6% | +6.8% | +4.5% |
| 30D | +25.0% | +0.7% | +24.4% | +24.6% |
| 3M | +55.2% | +19.0% | +36.2% | +45.1% |
| 6M | +86.4% | +10.8% | +75.6% | +78.0% |
| YTD | +148.5% | +20.1% | +128.3% | +129.2% |
| 1Y | +121.7% | +23.1% | +98.6% | +102.1% |
| 3Y | +172.9% | -8.8% | +181.7% | +175.6% |
| 5Y | +679.9% | -1.4% | +681.3% | +643.6% |
| 10Y | +1,174.7% | +60.5% | +1,114.2% | +936.0% |
| All | +1,174.7% | +56.2% | +1,118.5% | +936.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling