+3,106.3%
MPC vs BNS
+228.4%
+2,878.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | -8.8% | -1.1% | -7.7% | -8.2% |
| 30D | -14.4% | +4.7% | -19.1% | -18.1% |
| 3M | +21.9% | +5.5% | +16.4% | +14.6% |
| 6M | +60.1% | +21.7% | +38.5% | +31.3% |
| YTD | +142.3% | +29.5% | +112.8% | +85.6% |
| 1Y | +101.7% | +41.9% | +59.8% | +41.6% |
| 3Y | +184.8% | +148.5% | +36.3% | +14.6% |
| 5Y | +564.6% | +80.3% | +484.3% | +254.6% |
| 10Y | +1,098.3% | +184.7% | +913.6% | +327.7% |
| All | +3,106.3% | +228.4% | +2,878.0% | +847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling