+2,968.0%
MPC vs BN
+673.7%
+2,294.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -16.2% | +5.3% | -21.5% | -19.4% |
| 30D | -15.7% | +11.9% | -27.6% | -22.1% |
| 3M | +24.9% | -5.7% | +30.6% | +27.7% |
| 6M | +52.7% | -10.6% | +63.3% | +59.3% |
| YTD | +131.9% | -9.4% | +141.2% | +134.8% |
| 1Y | +96.6% | -8.8% | +105.4% | +97.6% |
| 3Y | +163.8% | +95.6% | +68.1% | +48.3% |
| 5Y | +533.1% | +30.2% | +503.0% | +350.6% |
| 10Y | +1,118.6% | +277.0% | +841.6% | +302.4% |
| All | +2,968.0% | +673.7% | +2,294.3% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling