+3,005.7%
MPC vs BN
+680.8%
+2,324.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.0% |
| 7D | -12.8% | +5.7% | -18.5% | -16.3% |
| 30D | -12.7% | +12.0% | -24.7% | -19.4% |
| 3M | +27.1% | -6.1% | +33.1% | +30.2% |
| 6M | +45.8% | -8.6% | +54.4% | +50.0% |
| YTD | +134.7% | -8.5% | +143.2% | +136.3% |
| 1Y | +106.0% | -8.4% | +114.5% | +106.6% |
| 3Y | +165.5% | +92.3% | +73.2% | +51.3% |
| 5Y | +540.9% | +31.3% | +509.6% | +353.6% |
| 10Y | +1,133.6% | +280.5% | +853.1% | +305.1% |
| All | +3,005.7% | +680.8% | +2,324.9% | +462.8% |
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 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