+1,099.3%
MPC vs BG
+99.0%
+1,000.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.5% |
| 7D | -9.4% | +7.4% | -16.8% | -12.9% |
| 30D | -14.3% | -1.5% | -12.8% | -13.8% |
| 3M | +31.1% | -6.1% | +37.2% | +34.8% |
| 6M | +60.3% | -18.0% | +78.3% | +76.3% |
| YTD | +142.5% | +15.6% | +126.9% | +120.8% |
| 1Y | +104.6% | +9.6% | +95.0% | +91.6% |
| 3Y | +191.7% | +6.3% | +185.4% | +168.2% |
| 5Y | +549.2% | +24.6% | +524.6% | +422.8% |
| All | +1,099.3% | +99.0% | +1,000.3% | +506.0% |
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