+1,166.2%
MPC vs BP
+141.7%
+1,024.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.5% |
| 7D | +9.4% | +2.5% | +6.9% | +7.3% |
| 30D | -13.4% | -5.6% | -7.9% | -9.3% |
| 3M | +18.9% | +8.0% | +10.8% | +11.4% |
| 6M | +64.9% | +5.7% | +59.2% | +56.3% |
| YTD | +156.8% | +36.8% | +120.0% | +96.2% |
| 1Y | +113.2% | +30.7% | +82.5% | +68.7% |
| 3Y | +201.8% | +51.6% | +150.2% | +107.4% |
| 5Y | +601.4% | +112.2% | +489.1% | +248.7% |
| All | +1,166.2% | +141.7% | +1,024.5% | +447.4% |
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