+1,166.2%
MPC vs BLK
+316.2%
+850.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +9.4% | +3.9% | +5.5% | +7.1% |
| 30D | -13.4% | +14.1% | -27.6% | -20.3% |
| 3M | +18.9% | +5.3% | +13.5% | +14.2% |
| 6M | +64.9% | +12.6% | +52.3% | +50.4% |
| YTD | +156.8% | +15.5% | +141.3% | +126.0% |
| 1Y | +113.2% | +13.6% | +99.6% | +89.2% |
| 3Y | +201.8% | +95.6% | +106.2% | +81.4% |
| 5Y | +601.4% | +41.4% | +560.0% | +414.1% |
| All | +1,166.2% | +316.2% | +850.0% | +298.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling