+270.0%
MPC vs BOXX
+18.4%
+251.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +17.0% | +0.3% | +16.7% | +17.2% |
| 3M | +49.5% | +1.0% | +48.5% | +51.1% |
| 6M | +83.5% | +1.9% | +81.6% | +90.3% |
| YTD | +144.1% | +2.6% | +141.5% | +160.2% |
| 1Y | +119.6% | +4.0% | +115.6% | +147.8% |
| 3Y | +168.1% | +14.6% | +153.5% | +471.9% |
| All | +270.0% | +18.4% | +251.6% | +1,173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling