+101.7%
MPC vs BR
-10.5%
+112.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -8.8% | +5.0% | -13.8% | -8.5% |
| 30D | -14.4% | +16.6% | -31.0% | -13.7% |
| 3M | +21.9% | +12.0% | +10.0% | +22.5% |
| 6M | +60.1% | +30.7% | +29.4% | +62.5% |
| YTD | +142.3% | -11.9% | +154.2% | +130.6% |
| 1Y | +101.7% | -11.6% | +113.3% | +94.0% |
| All | +101.7% | -10.5% | +112.2% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling