+1,171.8%
MPC vs BR
+277.7%
+894.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +11.2% | +1.1% | +10.2% | +10.7% |
| 30D | -14.5% | +14.4% | -28.9% | -20.1% |
| 3M | +16.7% | +12.4% | +4.3% | +9.4% |
| 6M | +67.6% | +35.4% | +32.1% | +42.1% |
| YTD | +157.9% | -12.2% | +170.1% | +170.3% |
| 1Y | +116.7% | -12.7% | +129.4% | +127.6% |
| 3Y | +199.8% | +14.3% | +185.5% | +163.8% |
| 5Y | +604.4% | +19.3% | +585.1% | +486.7% |
| All | +1,171.8% | +277.7% | +894.1% | +502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling