+3,005.7%
MPC vs BP
+147.3%
+2,858.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.4% |
| 7D | -12.8% | -11.2% | -1.5% | -4.4% |
| 30D | -12.7% | -0.7% | -12.0% | -12.2% |
| 3M | +27.1% | +9.8% | +17.3% | +18.0% |
| 6M | +45.8% | -1.6% | +47.4% | +46.4% |
| YTD | +134.7% | +33.5% | +101.2% | +85.3% |
| 1Y | +106.0% | +31.7% | +74.3% | +64.1% |
| 3Y | +165.5% | +45.1% | +120.4% | +92.9% |
| 5Y | +540.9% | +105.9% | +435.0% | +243.5% |
| 10Y | +1,133.6% | +134.4% | +999.2% | +498.6% |
| All | +3,005.7% | +147.3% | +2,858.4% | +1,228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling