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  • MPC vs BP✓SelectedUSD · BPMPC vs BP performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,116.6%
BP return
+121.6%
Excess return
+995.0%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+0.3%+0.5%-0.2%-0.1%
7D+5.4%+3.9%+1.5%+2.2%
30D+31.0%+7.6%+23.4%+23.3%
3M+46.0%+0.7%+45.3%+44.1%
6M+77.3%+15.5%+61.8%+56.4%
YTD+141.9%+30.8%+111.1%+91.8%
1Y+120.9%+34.3%+86.6%+70.8%
3Y+182.7%+35.1%+147.6%+112.6%
5Y+646.4%+126.8%+519.6%+249.7%
All+1,116.6%+121.6%+995.0%+474.3%

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