+582.3%
MPC vs BLK
+44.4%
+537.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -12.2% | +13.1% | -25.3% | -15.6% |
| 3M | +20.1% | +7.3% | +12.8% | +17.1% |
| 6M | +60.6% | +14.6% | +46.0% | +52.4% |
| YTD | +150.6% | +16.5% | +134.1% | +134.3% |
| 1Y | +104.7% | +15.4% | +89.3% | +91.8% |
| 3Y | +194.5% | +97.2% | +97.3% | +119.3% |
| 5Y | +582.3% | +43.4% | +538.9% | +522.4% |
| All | +582.3% | +44.4% | +537.9% | +522.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling