+2,968.0%
MPC vs BNS
+225.0%
+2,742.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -16.2% | -2.2% | -14.0% | -14.9% |
| 30D | -15.7% | +5.1% | -20.8% | -19.7% |
| 3M | +24.9% | +4.7% | +20.2% | +18.1% |
| 6M | +52.7% | +19.0% | +33.6% | +27.6% |
| YTD | +131.9% | +28.2% | +103.7% | +79.0% |
| 1Y | +96.6% | +43.4% | +53.3% | +36.6% |
| 3Y | +163.8% | +143.1% | +20.7% | +8.3% |
| 5Y | +533.1% | +77.3% | +455.8% | +242.8% |
| 10Y | +1,118.6% | +183.5% | +935.2% | +336.2% |
| All | +2,968.0% | +225.0% | +2,742.9% | +813.8% |
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 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