+3,215.7%
MPC vs BDX
+324.4%
+2,891.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.0% |
| 7D | +2.6% | +2.5% | 0.0% | +1.5% |
| 30D | -12.2% | +13.6% | -25.8% | -17.4% |
| 3M | +20.1% | +18.9% | +1.1% | +10.4% |
| 6M | +60.6% | +51.8% | +8.8% | +31.0% |
| YTD | +150.6% | +43.3% | +107.2% | +107.4% |
| 1Y | +104.7% | +48.0% | +56.7% | +66.5% |
| 3Y | +194.5% | +23.7% | +170.8% | +154.2% |
| 5Y | +582.3% | +24.9% | +557.4% | +464.5% |
| 10Y | +1,135.3% | +92.2% | +1,043.0% | +600.2% |
| All | +3,215.7% | +324.4% | +2,891.3% | +787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling