+3,106.3%
MPC vs BR
+1,020.2%
+2,086.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -8.8% | +5.0% | -13.8% | -11.4% |
| 30D | -14.4% | +16.6% | -31.0% | -21.5% |
| 3M | +21.9% | +12.0% | +10.0% | +13.7% |
| 6M | +60.1% | +30.7% | +29.4% | +35.9% |
| YTD | +142.3% | -11.9% | +154.2% | +153.1% |
| 1Y | +101.7% | -11.6% | +113.3% | +109.8% |
| 3Y | +184.8% | +15.0% | +169.8% | +146.7% |
| 5Y | +564.6% | +18.1% | +546.5% | +446.2% |
| 10Y | +1,098.3% | +278.6% | +819.7% | +330.6% |
| All | +3,106.3% | +1,020.2% | +2,086.1% | +412.9% |
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