+1,171.8%
MPC vs BLK
+318.4%
+853.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +11.2% | +3.7% | +7.5% | +9.0% |
| 30D | -14.5% | +13.9% | -28.4% | -21.1% |
| 3M | +16.7% | +3.9% | +12.8% | +13.0% |
| 6M | +67.6% | +13.0% | +54.6% | +52.5% |
| YTD | +157.9% | +16.1% | +141.8% | +126.3% |
| 1Y | +116.7% | +16.8% | +99.9% | +89.0% |
| 3Y | +199.8% | +97.7% | +102.1% | +79.0% |
| 5Y | +604.4% | +42.1% | +562.3% | +414.9% |
| All | +1,171.8% | +318.4% | +853.4% | +298.8% |
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