+3,101.0%
MPC vs BR
+903.6%
+2,197.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +2.1% |
| 7D | +5.4% | -5.3% | +10.7% | +8.5% |
| 30D | +31.0% | +6.4% | +24.5% | +26.3% |
| 3M | +46.0% | +13.6% | +32.4% | +34.8% |
| 6M | +77.3% | -6.7% | +84.0% | +81.1% |
| YTD | +141.9% | -21.1% | +163.0% | +169.7% |
| 1Y | +120.9% | -29.6% | +150.5% | +162.4% |
| 3Y | +182.7% | -2.4% | +185.1% | +169.9% |
| 5Y | +646.4% | +11.2% | +635.2% | +530.2% |
| 10Y | +1,138.7% | +191.8% | +947.0% | +426.2% |
| All | +3,101.0% | +903.6% | +2,197.4% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling