+3,106.3%
MPC vs BG
+120.5%
+2,985.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.8% |
| 7D | -8.8% | +5.0% | -13.8% | -11.3% |
| 30D | -14.4% | -3.2% | -11.2% | -13.0% |
| 3M | +21.9% | -11.2% | +33.1% | +29.1% |
| 6M | +60.1% | -19.4% | +79.6% | +77.7% |
| YTD | +142.3% | +13.6% | +128.7% | +122.8% |
| 1Y | +101.7% | +7.3% | +94.4% | +91.1% |
| 3Y | +184.8% | +3.8% | +181.0% | +165.2% |
| 5Y | +564.6% | +23.2% | +541.4% | +442.3% |
| 10Y | +1,098.3% | +97.9% | +1,000.4% | +563.4% |
| All | +3,106.3% | +120.5% | +2,985.9% | +1,314.9% |
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