+3,101.0%
MPC vs BDX
+263.4%
+2,837.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +5.4% | -2.5% | +8.0% | +6.6% |
| 30D | +31.0% | +8.3% | +22.7% | +26.3% |
| 3M | +46.0% | +24.4% | +21.6% | +31.1% |
| 6M | +77.3% | +9.2% | +68.1% | +68.1% |
| YTD | +141.9% | +22.7% | +119.2% | +115.8% |
| 1Y | +120.9% | +25.9% | +95.0% | +93.9% |
| 3Y | +182.7% | -10.5% | +193.2% | +187.6% |
| 5Y | +646.4% | +1.9% | +644.5% | +583.7% |
| 10Y | +1,138.7% | +58.7% | +1,080.0% | +677.6% |
| All | +3,101.0% | +263.4% | +2,837.6% | +823.6% |
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