+120.9%
MPC vs BLK
+3.3%
+117.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +5.4% | -3.6% | +9.1% | +4.9% |
| 30D | +31.0% | -1.0% | +32.0% | +30.8% |
| 3M | +46.0% | +10.4% | +35.7% | +48.1% |
| 6M | +77.3% | +8.2% | +69.1% | +81.1% |
| YTD | +141.9% | +6.0% | +135.9% | +145.8% |
| 1Y | +120.9% | +3.3% | +117.6% | +128.5% |
| All | +120.9% | +3.3% | +117.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling