+1,171.8%
MPC vs BNS
+187.6%
+984.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +11.2% | +0.9% | +10.3% | +10.4% |
| 30D | -14.5% | +2.8% | -17.3% | -17.0% |
| 3M | +16.7% | +3.0% | +13.7% | +11.8% |
| 6M | +67.6% | +23.3% | +44.3% | +34.7% |
| YTD | +157.9% | +29.3% | +128.6% | +95.4% |
| 1Y | +116.7% | +41.7% | +75.0% | +49.9% |
| 3Y | +199.8% | +147.7% | +52.0% | +14.0% |
| 5Y | +604.4% | +79.4% | +525.0% | +266.1% |
| All | +1,171.8% | +187.6% | +984.2% | +266.1% |
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