+1,171.8%
MPC vs BG
+111.0%
+1,060.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.5% |
| 7D | +11.2% | +2.6% | +8.7% | +9.8% |
| 30D | -14.5% | -6.7% | -7.8% | -11.4% |
| 3M | +16.7% | -9.3% | +25.9% | +22.2% |
| 6M | +67.6% | -18.3% | +85.9% | +84.7% |
| YTD | +157.9% | +16.2% | +141.7% | +134.1% |
| 1Y | +116.7% | +7.6% | +109.1% | +104.8% |
| 3Y | +199.8% | +6.6% | +193.2% | +175.1% |
| 5Y | +604.4% | +22.2% | +582.2% | +473.4% |
| All | +1,171.8% | +111.0% | +1,060.8% | +526.0% |
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