+116.7%
MPC vs BNS
+40.7%
+76.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +11.2% | +0.9% | +10.3% | +11.4% |
| 30D | -14.5% | +2.8% | -17.3% | -13.8% |
| 3M | +16.7% | +3.0% | +13.7% | +17.9% |
| 6M | +67.6% | +23.3% | +44.3% | +73.7% |
| YTD | +157.9% | +29.3% | +128.6% | +168.5% |
| 1Y | +116.7% | +41.7% | +75.0% | +119.6% |
| All | +116.7% | +40.7% | +76.0% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling