+534.5%
MPC vs BP
+103.6%
+430.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -16.2% | -11.6% | -4.6% | -8.6% |
| 30D | -15.7% | 0.0% | -15.8% | -15.6% |
| 3M | +24.9% | +6.7% | +18.2% | +19.2% |
| 6M | +52.7% | +2.2% | +50.5% | +49.5% |
| YTD | +131.9% | +33.0% | +98.9% | +88.2% |
| 1Y | +96.6% | +30.7% | +65.9% | +61.3% |
| 3Y | +163.8% | +44.2% | +119.6% | +99.5% |
| All | +534.5% | +103.6% | +430.9% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling