+678.6%
MPC vs BNS
+94.5%
+584.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | +3.9% | +1.8% | +2.0% | +3.0% |
| 30D | +33.8% | +4.5% | +29.3% | +30.9% |
| 3M | +49.9% | +15.8% | +34.1% | +39.3% |
| 6M | +80.9% | +31.5% | +49.5% | +56.8% |
| YTD | +147.4% | +28.6% | +118.8% | +116.9% |
| 1Y | +123.2% | +48.2% | +75.0% | +80.7% |
| 3Y | +171.7% | +130.8% | +40.9% | +67.5% |
| 5Y | +678.6% | +94.9% | +583.7% | +383.6% |
| All | +678.6% | +94.5% | +584.1% | +383.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling