+582.3%
MPC vs BP
+108.0%
+474.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.4% |
| 7D | +2.6% | -0.8% | +3.4% | +3.2% |
| 30D | -12.2% | -3.1% | -9.1% | -10.1% |
| 3M | +20.1% | +6.2% | +13.9% | +15.0% |
| 6M | +60.6% | +4.8% | +55.8% | +54.6% |
| YTD | +150.6% | +35.2% | +115.4% | +101.2% |
| 1Y | +104.7% | +27.4% | +77.2% | +71.1% |
| 3Y | +194.5% | +49.8% | +144.7% | +117.0% |
| 5Y | +582.3% | +109.4% | +472.9% | +278.7% |
| All | +582.3% | +108.0% | +474.3% | +278.7% |
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