+171.7%
MPC vs BDX
-9.6%
+181.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.3% | +2.7% |
| 7D | +3.9% | -4.3% | +8.1% | +4.5% |
| 30D | +33.8% | +1.3% | +32.5% | +33.5% |
| 3M | +49.9% | +20.2% | +29.6% | +45.4% |
| 6M | +80.9% | +8.6% | +72.3% | +79.2% |
| YTD | +147.4% | +19.0% | +128.5% | +139.1% |
| 1Y | +123.2% | +21.2% | +102.0% | +114.6% |
| 3Y | +171.7% | -9.7% | +181.4% | +176.5% |
| All | +171.7% | -9.6% | +181.4% | +176.5% |
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