+101.7%
MPC vs BDX
+56.8%
+44.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.3% |
| 7D | -8.8% | +7.3% | -16.1% | -7.8% |
| 30D | -14.4% | +15.7% | -30.1% | -12.8% |
| 3M | +21.9% | +19.1% | +2.9% | +24.5% |
| 6M | +60.1% | +44.1% | +16.0% | +66.0% |
| YTD | +142.3% | +42.1% | +100.2% | +144.2% |
| 1Y | +101.7% | +52.6% | +49.1% | +99.8% |
| All | +101.7% | +56.8% | +44.9% | +99.8% |
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