+3,101.0%
MPC vs BLK
+778.3%
+2,322.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | -3.6% | +9.1% | +7.8% |
| 30D | +31.0% | -1.0% | +32.0% | +31.6% |
| 3M | +46.0% | +10.4% | +35.7% | +35.6% |
| 6M | +77.3% | +8.2% | +69.1% | +63.6% |
| YTD | +141.9% | +6.0% | +135.9% | +124.5% |
| 1Y | +120.9% | +3.3% | +117.6% | +107.4% |
| 3Y | +182.7% | +70.3% | +112.4% | +83.8% |
| 5Y | +646.4% | +34.5% | +611.9% | +449.1% |
| 10Y | +1,138.7% | +281.9% | +856.8% | +317.7% |
| All | +3,101.0% | +778.3% | +2,322.7% | +457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling