+163.8%
MPC vs BNS
+141.7%
+22.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -16.2% | -2.2% | -14.0% | -15.9% |
| 30D | -15.7% | +5.1% | -20.8% | -16.4% |
| 3M | +24.9% | +4.7% | +20.2% | +23.6% |
| 6M | +52.7% | +19.0% | +33.6% | +45.9% |
| YTD | +131.9% | +28.2% | +103.7% | +116.1% |
| 1Y | +96.6% | +43.4% | +53.3% | +75.3% |
| 3Y | +163.8% | +143.1% | +20.7% | +87.0% |
| All | +163.8% | +141.7% | +22.0% | +87.0% |
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 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