+1,174.7%
MPC vs BNS
+179.9%
+994.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.1% |
| 7D | +3.2% | -1.3% | +4.5% | +4.3% |
| 30D | +25.0% | +4.0% | +21.0% | +19.8% |
| 3M | +55.2% | +13.8% | +41.4% | +35.9% |
| 6M | +86.4% | +32.7% | +53.7% | +39.3% |
| YTD | +148.5% | +27.6% | +120.9% | +92.3% |
| 1Y | +121.7% | +47.4% | +74.3% | +48.6% |
| 3Y | +172.9% | +129.0% | +43.9% | +12.8% |
| 5Y | +679.9% | +92.7% | +587.2% | +274.3% |
| 10Y | +1,174.7% | +182.1% | +992.6% | +323.0% |
| All | +1,174.7% | +179.9% | +994.8% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling