+1,171.8%
MPC vs BP
+143.9%
+1,027.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | +11.2% | +3.8% | +7.4% | +8.0% |
| 30D | -14.5% | -5.3% | -9.2% | -10.7% |
| 3M | +16.7% | +9.3% | +7.4% | +8.4% |
| 6M | +67.6% | +7.2% | +60.3% | +57.0% |
| YTD | +157.9% | +38.0% | +119.9% | +95.7% |
| 1Y | +116.7% | +33.2% | +83.5% | +68.9% |
| 3Y | +199.8% | +50.3% | +149.5% | +107.6% |
| 5Y | +604.4% | +114.1% | +490.3% | +247.7% |
| All | +1,171.8% | +143.9% | +1,027.9% | +445.9% |
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