+191.7%
MPC vs BP
+48.5%
+143.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | -9.4% | -6.9% | -2.5% | -4.8% |
| 30D | -14.3% | -3.6% | -10.7% | -12.1% |
| 3M | +31.1% | +8.4% | +22.7% | +24.1% |
| 6M | +60.3% | +5.3% | +54.9% | +54.1% |
| YTD | +142.5% | +33.2% | +109.4% | +98.4% |
| 1Y | +104.6% | +28.2% | +76.4% | +71.6% |
| 3Y | +191.7% | +49.2% | +142.5% | +123.5% |
| All | +191.7% | +48.5% | +143.2% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling