+601.4%
MPC vs BN
+36.7%
+564.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | -13.4% | +13.6% | -27.0% | -17.1% |
| 3M | +18.9% | -6.7% | +25.5% | +21.0% |
| 6M | +64.9% | -9.0% | +73.9% | +68.3% |
| YTD | +156.8% | -8.8% | +165.6% | +159.5% |
| 1Y | +113.2% | -10.6% | +123.8% | +116.8% |
| 3Y | +201.8% | +98.8% | +103.0% | +121.1% |
| 5Y | +601.4% | +33.6% | +567.7% | +489.8% |
| All | +601.4% | +36.7% | +564.7% | +489.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling