+121.7%
MPC vs BR
-31.7%
+153.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.2% | -5.0% | +8.2% | +3.0% |
| 30D | +25.0% | -2.5% | +27.5% | +24.9% |
| 3M | +55.2% | +13.5% | +41.7% | +56.7% |
| 6M | +86.4% | -9.4% | +95.8% | +80.5% |
| YTD | +148.5% | -23.3% | +171.7% | +133.7% |
| 1Y | +121.7% | -31.6% | +153.3% | +104.6% |
| All | +121.7% | -31.7% | +153.4% | +104.6% |
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