+163.8%
MPC vs BR
+13.3%
+150.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -16.2% | +6.5% | -22.7% | -17.1% |
| 30D | -15.7% | +18.9% | -34.6% | -18.3% |
| 3M | +24.9% | +16.3% | +8.6% | +21.1% |
| 6M | +52.7% | +26.2% | +26.5% | +45.5% |
| YTD | +131.9% | -13.1% | +145.0% | +145.3% |
| 1Y | +96.6% | -10.5% | +107.1% | +105.3% |
| 3Y | +163.8% | +13.3% | +150.4% | +125.0% |
| All | +163.8% | +13.3% | +150.5% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling