+175.1%
MPC vs BOXX
+14.6%
+160.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | +0.1% | +3.2% | +3.1% |
| 30D | +25.0% | +0.3% | +24.7% | +24.6% |
| 3M | +55.2% | +1.0% | +54.2% | +53.9% |
| 6M | +86.4% | +1.9% | +84.5% | +86.6% |
| YTD | +148.5% | +2.6% | +145.8% | +152.8% |
| 1Y | +121.7% | +4.0% | +117.7% | +133.5% |
| All | +175.1% | +14.6% | +160.5% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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