+1,174.7%
MPC vs BG
+160.3%
+1,014.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +25.0% | +10.3% | +14.7% | +18.5% |
| 3M | +55.2% | -1.9% | +57.1% | +55.7% |
| 6M | +86.4% | +5.2% | +81.1% | +80.3% |
| YTD | +148.5% | +41.2% | +107.3% | +104.8% |
| 1Y | +121.7% | +50.5% | +71.2% | +74.9% |
| 3Y | +172.9% | +19.9% | +153.0% | +137.3% |
| 5Y | +679.9% | +86.7% | +593.2% | +404.4% |
| 10Y | +1,174.7% | +167.5% | +1,007.2% | +493.1% |
| All | +1,174.7% | +160.3% | +1,014.4% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling