+167.1%
MPC vs BIYA
-99.9%
+267.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.2% |
| 7D | -8.8% | -4.1% | -4.8% | -8.8% |
| 30D | -14.4% | -35.5% | +21.1% | -13.8% |
| 3M | +21.9% | -56.3% | +78.2% | +23.0% |
| 6M | +60.1% | -88.7% | +148.8% | +59.9% |
| YTD | +142.3% | -97.0% | +239.3% | +144.3% |
| 1Y | +101.7% | -98.7% | +200.4% | +110.4% |
| All | +167.1% | -99.9% | +267.0% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling