+696.3%
MPC vs BTDR
-33.9%
+730.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.9% | -5.3% | +4.4% |
| 7D | -9.4% | +7.1% | -16.5% | -9.6% |
| 30D | -14.3% | -31.4% | +17.0% | -13.8% |
| 3M | +31.1% | -39.2% | +70.3% | +32.0% |
| 6M | +60.3% | -50.9% | +111.2% | +61.5% |
| YTD | +142.5% | -41.0% | +183.6% | +141.7% |
| 1Y | +104.6% | -69.9% | +174.5% | +107.6% |
| 3Y | +191.7% | +87.3% | +104.5% | +180.2% |
| 5Y | +549.2% | -33.6% | +582.8% | +531.6% |
| All | +696.3% | -33.9% | +730.2% | +669.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling