+199.8%
MPC vs BTDR
+41.1%
+158.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.1% | +0.7% |
| 7D | +11.2% | -6.9% | +18.1% | +11.4% |
| 30D | -14.5% | -31.5% | +17.0% | -13.7% |
| 3M | +16.7% | -36.1% | +52.7% | +17.6% |
| 6M | +67.6% | -57.6% | +125.2% | +69.9% |
| YTD | +157.9% | -50.0% | +208.0% | +157.6% |
| 1Y | +116.7% | -49.6% | +166.3% | +115.9% |
| 3Y | +199.8% | +48.5% | +151.2% | +164.6% |
| All | +199.8% | +41.1% | +158.7% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling