+694.3%
MPC vs BTDR
+23.8%
+670.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.2% |
| 7D | +5.4% | +20.0% | -14.5% | +5.0% |
| 30D | +31.0% | +11.9% | +19.0% | +30.5% |
| 3M | +46.0% | -36.9% | +83.0% | +47.2% |
| 6M | +77.3% | +56.5% | +20.8% | +73.1% |
| YTD | +141.9% | +10.4% | +131.5% | +138.5% |
| 1Y | +120.9% | +3.1% | +117.8% | +116.7% |
| 3Y | +182.7% | -2.6% | +185.3% | +167.6% |
| 5Y | +646.4% | +25.2% | +621.3% | +620.4% |
| All | +694.3% | +23.8% | +670.5% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling