+3,106.3%
MPC vs BDX
+320.6%
+2,785.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -8.8% | +7.3% | -16.1% | -11.9% |
| 30D | -14.4% | +15.7% | -30.1% | -20.1% |
| 3M | +21.9% | +19.1% | +2.9% | +12.0% |
| 6M | +60.1% | +44.1% | +16.0% | +33.6% |
| YTD | +142.3% | +42.1% | +100.2% | +101.3% |
| 1Y | +101.7% | +52.6% | +49.1% | +61.5% |
| 3Y | +184.8% | +22.6% | +162.2% | +146.8% |
| 5Y | +564.6% | +23.3% | +541.3% | +453.2% |
| 10Y | +1,098.3% | +84.8% | +1,013.5% | +598.4% |
| All | +3,106.3% | +320.6% | +2,785.7% | +761.6% |
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