+60.6%
MPC vs BLK
+14.3%
+46.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.5% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | -12.2% | +13.1% | -25.3% | -7.9% |
| 3M | +20.1% | +7.3% | +12.8% | +23.8% |
| 6M | +60.6% | +14.6% | +46.0% | +68.6% |
| All | +60.6% | +14.3% | +46.3% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling