+123.2%
MPC vs BG
+50.6%
+72.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +0.7% |
| 7D | +3.9% | +2.4% | +1.5% | +3.0% |
| 30D | +33.8% | +15.0% | +18.7% | +27.0% |
| 3M | +49.9% | -0.7% | +50.5% | +49.7% |
| 6M | +80.9% | +7.5% | +73.4% | +77.6% |
| YTD | +147.4% | +41.6% | +105.8% | +128.7% |
| 1Y | +123.2% | +50.7% | +72.5% | +106.4% |
| All | +123.2% | +50.6% | +72.6% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling