+171.7%
MPC vs BNS
+130.3%
+41.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +3.9% | +1.8% | +2.0% | +3.5% |
| 30D | +33.8% | +4.5% | +29.3% | +32.6% |
| 3M | +49.9% | +15.8% | +34.1% | +44.8% |
| 6M | +80.9% | +31.5% | +49.5% | +68.1% |
| YTD | +147.4% | +28.6% | +118.8% | +131.6% |
| 1Y | +123.2% | +48.2% | +75.0% | +98.7% |
| 3Y | +171.7% | +130.8% | +40.9% | +103.8% |
| All | +171.7% | +130.3% | +41.4% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling