+3,101.0%
MPC vs BN
+652.3%
+2,448.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | -2.5% | +7.9% | +6.9% |
| 30D | +31.0% | -9.5% | +40.5% | +39.0% |
| 3M | +46.0% | -10.4% | +56.4% | +55.0% |
| 6M | +77.3% | -6.4% | +83.7% | +79.4% |
| YTD | +141.9% | -11.9% | +153.8% | +152.3% |
| 1Y | +120.9% | -8.6% | +129.5% | +123.1% |
| 3Y | +182.7% | +77.6% | +105.1% | +69.9% |
| 5Y | +646.4% | +37.0% | +609.4% | +411.9% |
| 10Y | +1,138.7% | +266.4% | +872.3% | +321.3% |
| All | +3,101.0% | +652.3% | +2,448.7% | +500.7% |
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 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