+678.6%
MPC vs BG
+84.8%
+593.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +0.4% |
| 7D | +3.9% | +2.4% | +1.5% | +2.8% |
| 30D | +33.8% | +15.0% | +18.7% | +25.6% |
| 3M | +49.9% | -0.7% | +50.5% | +49.6% |
| 6M | +80.9% | +7.5% | +73.4% | +74.6% |
| YTD | +147.4% | +41.6% | +105.8% | +111.3% |
| 1Y | +123.2% | +50.7% | +72.5% | +84.2% |
| 3Y | +171.7% | +20.3% | +151.4% | +144.0% |
| 5Y | +678.6% | +85.2% | +593.3% | +419.7% |
| All | +678.6% | +84.8% | +593.8% | +419.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling