+175.1%
MPC vs BNY
+286.7%
-111.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +25.0% | +1.9% | +23.1% | +23.9% |
| 3M | +55.2% | +13.9% | +41.3% | +45.3% |
| 6M | +86.4% | +42.3% | +44.1% | +54.9% |
| YTD | +148.5% | +41.8% | +106.6% | +106.2% |
| 1Y | +121.7% | +57.9% | +63.8% | +73.1% |
| All | +175.1% | +286.7% | -111.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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