+191.7%
MPC vs BDX
+22.8%
+168.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.4% |
| 7D | -9.4% | +8.4% | -17.8% | -10.2% |
| 30D | -14.3% | +17.1% | -31.5% | -15.9% |
| 3M | +31.1% | +22.4% | +8.7% | +27.8% |
| 6M | +60.3% | +45.9% | +14.3% | +51.8% |
| YTD | +142.5% | +43.8% | +98.7% | +129.2% |
| 1Y | +104.6% | +57.8% | +46.8% | +89.0% |
| 3Y | +191.7% | +25.4% | +166.3% | +181.7% |
| All | +191.7% | +22.8% | +168.9% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling