+167.0%
MPC vs BP
+43.3%
+123.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.6% |
| 7D | -12.8% | -11.2% | -1.5% | -5.4% |
| 30D | -12.7% | -0.7% | -12.0% | -12.2% |
| 3M | +27.1% | +9.8% | +17.3% | +19.2% |
| 6M | +45.8% | -1.6% | +47.4% | +47.0% |
| YTD | +134.7% | +33.5% | +101.2% | +91.5% |
| 1Y | +106.0% | +31.7% | +74.3% | +69.4% |
| All | +167.0% | +43.3% | +123.7% | +109.4% |
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 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