+113.2%
MPC vs BDX
+47.9%
+65.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.6% |
| 7D | +9.4% | +1.0% | +8.4% | +9.6% |
| 30D | -13.4% | +15.1% | -28.6% | -11.7% |
| 3M | +18.9% | +18.2% | +0.7% | +21.5% |
| 6M | +64.9% | +48.1% | +16.8% | +72.1% |
| YTD | +156.8% | +44.1% | +112.7% | +159.8% |
| 1Y | +113.2% | +46.4% | +66.8% | +116.2% |
| All | +113.2% | +47.9% | +65.2% | +116.2% |
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