+116.7%
MPC vs BLK
+14.6%
+102.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.6% |
| 7D | +11.2% | +3.7% | +7.5% | +12.2% |
| 30D | -14.5% | +13.9% | -28.4% | -11.7% |
| 3M | +16.7% | +3.9% | +12.8% | +18.4% |
| 6M | +67.6% | +13.0% | +54.6% | +74.0% |
| YTD | +157.9% | +16.1% | +141.8% | +169.8% |
| 1Y | +116.7% | +16.8% | +99.9% | +126.8% |
| All | +116.7% | +14.6% | +102.1% | +126.8% |
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 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