+3,101.0%
MPC vs BP
+142.4%
+2,958.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +5.4% | +3.9% | +1.5% | +2.3% |
| 30D | +31.0% | +7.6% | +23.4% | +23.7% |
| 3M | +46.0% | +0.7% | +45.3% | +44.2% |
| 6M | +77.3% | +15.5% | +61.8% | +57.4% |
| YTD | +141.9% | +30.8% | +111.1% | +94.1% |
| 1Y | +120.9% | +34.3% | +86.6% | +73.2% |
| 3Y | +182.7% | +35.1% | +147.6% | +116.2% |
| 5Y | +646.4% | +126.8% | +519.6% | +270.7% |
| 10Y | +1,138.7% | +123.4% | +1,015.4% | +521.9% |
| All | +3,101.0% | +142.4% | +2,958.7% | +1,291.6% |
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