+534.5%
MPC vs BN
+29.3%
+505.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -16.2% | +5.3% | -21.5% | -17.7% |
| 30D | -15.7% | +11.9% | -27.6% | -18.9% |
| 3M | +24.9% | -5.7% | +30.6% | +26.7% |
| 6M | +52.7% | -10.6% | +63.3% | +56.7% |
| YTD | +131.9% | -9.4% | +141.2% | +134.7% |
| 1Y | +96.6% | -8.8% | +105.4% | +98.2% |
| 3Y | +163.8% | +95.6% | +68.1% | +94.6% |
| All | +534.5% | +29.3% | +505.1% | +437.7% |
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