+642.2%
MPC vs BR
+11.2%
+631.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | +5.4% | -5.3% | +10.7% | +6.8% |
| 30D | +31.0% | +6.4% | +24.5% | +28.9% |
| 3M | +46.0% | +13.6% | +32.4% | +41.2% |
| 6M | +77.3% | -6.7% | +84.0% | +80.0% |
| YTD | +141.9% | -21.1% | +163.0% | +157.8% |
| 1Y | +120.9% | -29.6% | +150.5% | +144.1% |
| 3Y | +182.7% | -2.4% | +185.1% | +180.1% |
| All | +642.2% | +11.2% | +631.1% | +597.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling