+2,968.0%
MPC vs BG
+119.7%
+2,848.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -16.2% | +2.5% | -18.7% | -17.4% |
| 30D | -15.7% | -6.1% | -9.6% | -13.0% |
| 3M | +24.9% | -8.5% | +33.4% | +30.2% |
| 6M | +52.7% | -20.4% | +73.1% | +70.5% |
| YTD | +131.9% | +13.3% | +118.6% | +113.5% |
| 1Y | +96.6% | +7.3% | +89.4% | +86.3% |
| 3Y | +163.8% | +2.6% | +161.2% | +147.2% |
| 5Y | +533.1% | +22.0% | +511.2% | +419.5% |
| 10Y | +1,118.6% | +91.8% | +1,026.9% | +585.2% |
| All | +2,968.0% | +119.7% | +2,848.2% | +1,255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling