+171.7%
MPC vs BR
-4.7%
+176.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.7% | +2.7% |
| 7D | +3.9% | -5.9% | +9.8% | +5.0% |
| 30D | +33.8% | +1.9% | +31.9% | +33.0% |
| 3M | +49.9% | +14.7% | +35.2% | +45.5% |
| 6M | +80.9% | -12.8% | +93.7% | +87.2% |
| YTD | +147.4% | -23.0% | +170.5% | +167.3% |
| 1Y | +123.2% | -31.7% | +154.9% | +153.0% |
| 3Y | +171.7% | -4.8% | +176.5% | +160.0% |
| All | +171.7% | -4.7% | +176.4% | +160.0% |
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