+120.9%
MPC vs BP
+34.1%
+86.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +5.4% | +3.9% | +1.5% | +3.0% |
| 30D | +31.0% | +7.6% | +23.4% | +25.0% |
| 3M | +46.0% | +0.7% | +45.3% | +45.5% |
| 6M | +77.3% | +15.5% | +61.8% | +63.8% |
| YTD | +141.9% | +30.8% | +111.1% | +106.9% |
| 1Y | +120.9% | +34.3% | +86.6% | +84.5% |
| All | +120.9% | +34.1% | +86.8% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling