+3,101.0%
MPC vs BG
+163.2%
+2,937.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +5.4% | +2.8% | +2.6% | +3.9% |
| 30D | +31.0% | +12.0% | +18.9% | +23.1% |
| 3M | +46.0% | -7.7% | +53.7% | +51.4% |
| 6M | +77.3% | +4.5% | +72.8% | +72.0% |
| YTD | +141.9% | +35.7% | +106.2% | +103.1% |
| 1Y | +120.9% | +50.1% | +70.8% | +73.8% |
| 3Y | +182.7% | +12.6% | +170.1% | +153.4% |
| 5Y | +646.4% | +75.4% | +571.0% | +401.0% |
| 10Y | +1,138.7% | +150.5% | +988.3% | +502.9% |
| All | +3,101.0% | +163.2% | +2,937.8% | +1,190.1% |
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