+117.2%
MPC vs BN
-3.9%
+121.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.2% | -6.7% |
| 7D | -10.9% | +12.0% | -22.9% | -8.7% |
| 30D | -9.4% | +17.0% | -26.4% | -6.5% |
| 3M | +26.0% | -3.2% | +29.2% | +27.3% |
| 6M | +56.5% | -3.9% | +60.4% | +58.2% |
| YTD | +144.3% | -5.6% | +149.9% | +146.6% |
| 1Y | +117.2% | -4.7% | +122.0% | +119.2% |
| All | +117.2% | -3.9% | +121.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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