+1,098.3%
MPC vs BP
+124.7%
+973.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | -6.3% | -2.5% | -3.8% |
| 30D | -14.4% | -3.6% | -10.8% | -11.8% |
| 3M | +21.9% | +5.2% | +16.7% | +16.6% |
| 6M | +60.1% | +5.3% | +54.8% | +52.1% |
| YTD | +142.3% | +33.1% | +109.2% | +89.2% |
| 1Y | +101.7% | +26.3% | +75.4% | +64.1% |
| 3Y | +184.8% | +47.5% | +137.3% | +100.0% |
| 5Y | +564.6% | +106.2% | +458.4% | +238.2% |
| 10Y | +1,098.3% | +127.0% | +971.4% | +454.4% |
| All | +1,098.3% | +124.7% | +973.6% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling